-14.7%
JSM vs VT
+57.0%
-71.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.7% | +2.4% | -4.1% | -2.8% |
| 30D | -5.1% | -1.5% | -3.6% | -4.5% |
| 3M | -11.7% | -4.1% | -7.6% | -10.0% |
| 6M | -14.7% | +0.6% | -15.3% | -15.2% |
| YTD | -19.7% | +11.0% | -30.8% | -24.2% |
| 1Y | -13.2% | +13.3% | -26.5% | -18.9% |
| 3Y | +6.9% | +73.4% | -66.5% | -23.5% |
| All | -14.7% | +57.0% | -71.7% | -39.2% |
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