-14.6%
JSM vs VT
+53.4%
-68.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +1.7% | -2.3% | +4.0% | +2.8% |
| 30D | -5.3% | -5.0% | -0.3% | -3.0% |
| 3M | -10.5% | -4.9% | -5.6% | -8.4% |
| 6M | -12.7% | -1.5% | -11.1% | -12.3% |
| YTD | -18.3% | +8.5% | -26.8% | -22.0% |
| 1Y | -10.8% | +11.4% | -22.2% | -16.0% |
| 3Y | +8.0% | +70.1% | -62.1% | -22.1% |
| All | -14.6% | +53.4% | -68.0% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling