+174.7%
JRS vs VT
+346.0%
-171.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | 0.0% |
| 7D | +3.8% | -2.3% | +6.1% | +6.2% |
| 30D | +7.7% | -5.0% | +12.6% | +13.3% |
| 3M | -6.5% | -4.9% | -1.7% | -1.8% |
| 6M | -2.0% | -1.5% | -0.4% | -1.3% |
| YTD | +7.8% | +8.5% | -0.7% | -2.2% |
| 1Y | +6.7% | +11.4% | -4.6% | -5.8% |
| 3Y | +51.4% | +70.1% | -18.7% | -15.0% |
| 5Y | +0.5% | +53.7% | -53.3% | -37.3% |
| 10Y | +80.5% | +220.0% | -139.5% | -49.5% |
| All | +174.7% | +346.0% | -171.3% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling