+234.1%
JSM vs VT
+345.0%
-110.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +2.1% |
| 7D | +0.5% | -4.2% | +4.6% | +2.6% |
| 30D | -5.8% | -5.8% | 0.0% | -2.9% |
| 3M | -9.5% | -5.2% | -4.3% | -7.1% |
| 6M | -12.9% | +0.1% | -13.0% | -13.2% |
| YTD | -18.5% | +8.2% | -26.7% | -22.3% |
| 1Y | -9.7% | +10.1% | -19.8% | -14.7% |
| 3Y | +7.9% | +69.7% | -61.8% | -20.1% |
| 5Y | -14.6% | +53.4% | -68.0% | -33.6% |
| 10Y | +33.8% | +219.2% | -185.5% | -28.9% |
| All | +234.1% | +345.0% | -110.9% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling