+13.3%
JSCP vs VT
+79.2%
-66.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.1% |
| 7D | +0.2% | +0.4% | -0.2% | +0.1% |
| 30D | +0.7% | -2.6% | +3.2% | +0.8% |
| 3M | -0.5% | -3.2% | +2.8% | -0.3% |
| 6M | 0.0% | +0.9% | -1.0% | -0.1% |
| YTD | +0.7% | +11.3% | -10.6% | +0.1% |
| 1Y | +1.5% | +14.0% | -12.5% | +0.8% |
| 3Y | +17.0% | +75.8% | -58.8% | +13.4% |
| 5Y | +12.7% | +57.8% | -45.1% | +9.0% |
| All | +13.3% | +79.2% | -66.0% | +9.5% |
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