+33.4%
JSM vs VT
+215.5%
-182.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | +1.7% | -2.3% | +4.0% | +3.1% |
| 30D | -5.3% | -5.0% | -0.3% | -2.3% |
| 3M | -10.5% | -4.9% | -5.6% | -7.8% |
| 6M | -12.7% | -1.5% | -11.1% | -12.2% |
| YTD | -18.3% | +8.5% | -26.8% | -23.0% |
| 1Y | -10.8% | +11.4% | -22.2% | -17.4% |
| 3Y | +8.0% | +70.1% | -62.1% | -26.2% |
| 5Y | -14.5% | +53.7% | -68.2% | -37.9% |
| All | +33.4% | +215.5% | -182.1% | -47.1% |
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