+13.2%
JSCP vs VT
+80.4%
-67.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.2% |
| 7D | -0.3% | -0.7% | +0.4% | -0.3% |
| 30D | +0.6% | -1.7% | +2.4% | +0.7% |
| 3M | -0.4% | -2.3% | +1.9% | -0.3% |
| 6M | +0.1% | +1.5% | -1.5% | 0.0% |
| YTD | +0.6% | +12.0% | -11.4% | 0.0% |
| 1Y | +1.4% | +12.9% | -11.5% | +0.7% |
| 3Y | +17.0% | +74.9% | -58.0% | +13.3% |
| 5Y | +12.9% | +59.9% | -47.0% | +9.2% |
| All | +13.2% | +80.4% | -67.2% | +9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling