-99.4%
JSPR vs VT
+116.3%
-215.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.6% | -5.5% | -4.6% |
| 7D | +7.4% | +0.4% | +7.0% | +7.3% |
| 30D | -4.3% | -2.6% | -1.7% | -2.4% |
| 3M | -23.1% | -3.2% | -19.9% | -21.3% |
| 6M | -41.1% | +0.9% | -42.0% | -41.1% |
| YTD | -70.2% | +11.3% | -81.5% | -71.8% |
| 1Y | -69.3% | +14.0% | -83.3% | -71.4% |
| 3Y | -92.6% | +75.8% | -168.4% | -94.1% |
| 5Y | -99.4% | +57.8% | -157.2% | -99.5% |
| All | -99.4% | +116.3% | -215.8% | -99.6% |
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