+242.9%
JSML vs VT
+226.2%
+16.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | +0.3% | -1.6% | +1.9% | +2.3% |
| 30D | +0.2% | -2.5% | +2.7% | +3.4% |
| 3M | -1.5% | -1.3% | -0.2% | +0.1% |
| 6M | +7.4% | +3.1% | +4.3% | +3.8% |
| YTD | +19.3% | +10.9% | +8.4% | +5.9% |
| 1Y | +18.7% | +12.1% | +6.6% | +4.2% |
| 3Y | +78.5% | +73.9% | +4.6% | -5.6% |
| 5Y | +30.6% | +58.0% | -27.3% | -21.9% |
| All | +242.9% | +226.2% | +16.6% | +3.9% |
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