+204.4%
JSMD vs VT
+221.8%
-17.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.5% |
| 7D | +2.6% | +2.4% | +0.3% | 0.0% |
| 30D | -0.2% | -1.5% | +1.3% | +1.7% |
| 3M | -9.3% | -4.1% | -5.2% | -4.7% |
| 6M | -5.2% | +0.6% | -5.8% | -5.5% |
| YTD | +8.4% | +11.0% | -2.7% | -3.1% |
| 1Y | +8.8% | +13.3% | -4.5% | -4.9% |
| 3Y | +58.6% | +73.4% | -14.8% | -12.9% |
| 5Y | +28.6% | +57.4% | -28.9% | -20.9% |
| All | +204.4% | +221.8% | -17.4% | -11.3% |
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