+255.8%
JSMD vs VT
+254.4%
+1.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.1% |
| 7D | -3.1% | -2.3% | -0.8% | -0.5% |
| 30D | -5.2% | -5.0% | -0.2% | +0.5% |
| 3M | -9.9% | -4.9% | -5.0% | -4.5% |
| 6M | -7.5% | -1.5% | -6.0% | -5.6% |
| YTD | +5.6% | +8.5% | -2.9% | -2.9% |
| 1Y | +5.2% | +11.4% | -6.2% | -5.9% |
| 3Y | +53.6% | +70.1% | -16.5% | -12.7% |
| 5Y | +26.2% | +53.7% | -27.5% | -19.5% |
| 10Y | +217.0% | +220.0% | -2.9% | +4.9% |
| All | +255.8% | +254.4% | +1.5% | +11.1% |
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