+30.4%
JSM vs VT
+217.6%
-187.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -2.1% |
| 7D | -0.1% | -0.1% | +0.1% | -0.1% |
| 30D | -8.3% | -3.1% | -5.2% | -6.6% |
| 3M | -11.6% | -3.5% | -8.1% | -9.8% |
| 6M | -14.7% | +0.5% | -15.2% | -15.3% |
| YTD | -19.6% | +10.8% | -30.4% | -25.2% |
| 1Y | -13.6% | +11.9% | -25.5% | -20.2% |
| 3Y | +11.6% | +73.0% | -61.3% | -24.5% |
| 5Y | -14.7% | +58.6% | -73.3% | -39.3% |
| 10Y | +30.4% | +219.2% | -188.8% | -48.0% |
| All | +30.4% | +217.6% | -187.3% | -48.0% |
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