+34.6%
JRSH vs VT
+57.5%
-22.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -0.5% | +15.4% | +15.2% |
| 7D | +28.6% | -0.1% | +28.8% | +28.6% |
| 30D | +22.8% | -3.1% | +25.8% | +24.5% |
| 3M | +47.4% | -3.5% | +50.9% | +49.9% |
| 6M | +130.3% | +0.5% | +129.9% | +129.2% |
| YTD | +157.8% | +10.8% | +147.0% | +144.2% |
| 1Y | +145.0% | +11.9% | +133.1% | +131.0% |
| 3Y | +184.5% | +73.0% | +111.5% | +119.2% |
| 5Y | +34.6% | +58.6% | -24.0% | +4.4% |
| All | +34.6% | +57.5% | -22.9% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling