+279.3%
JSM vs VT
+374.2%
-94.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | +2.7% | +1.0% | +1.8% | +2.2% |
| 3M | +0.5% | +2.4% | -1.9% | -0.8% |
| 6M | -3.5% | +12.0% | -15.5% | -9.4% |
| YTD | -7.4% | +15.3% | -22.8% | -14.5% |
| 1Y | +0.8% | +22.6% | -21.8% | -9.9% |
| 3Y | +20.2% | +74.7% | -54.4% | -12.1% |
| 5Y | -1.5% | +66.1% | -67.6% | -26.5% |
| 10Y | +44.1% | +225.0% | -180.9% | -24.3% |
| All | +279.3% | +374.2% | -94.9% | +48.2% |
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 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