+34.5%
JSM vs VT
+224.4%
-189.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.1% |
| 7D | -0.5% | -0.7% | +0.2% | -0.2% |
| 30D | -6.2% | -1.7% | -4.4% | -5.2% |
| 3M | -10.1% | -2.3% | -7.8% | -8.9% |
| 6M | -14.2% | +1.5% | -15.7% | -15.3% |
| YTD | -18.9% | +12.0% | -30.9% | -25.1% |
| 1Y | -13.2% | +12.9% | -26.1% | -20.3% |
| 3Y | +12.6% | +74.9% | -62.4% | -24.4% |
| 5Y | -13.6% | +59.9% | -73.5% | -38.8% |
| 10Y | +34.5% | +224.6% | -190.2% | -46.2% |
| All | +34.5% | +224.4% | -189.9% | -46.2% |
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 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