-73.5%
JSPR vs VT
+13.3%
-86.8%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.6% |
| 7D | -7.5% | -1.6% | -5.9% | -5.3% |
| 30D | -15.0% | -2.5% | -12.5% | -11.9% |
| 3M | -20.8% | -1.3% | -19.5% | -18.7% |
| 6M | -48.4% | +3.1% | -51.5% | -50.4% |
| YTD | -73.8% | +10.9% | -84.7% | -76.6% |
| All | -73.5% | +13.3% | -86.8% | -77.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling