-99.5%
JSPR vs VT
+116.4%
-216.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.6% | -8.8% | -9.0% |
| 7D | -5.0% | +2.9% | -7.9% | -6.7% |
| 30D | -10.1% | -2.5% | -7.6% | -8.4% |
| 3M | -45.9% | -3.3% | -42.6% | -44.5% |
| 6M | -51.2% | +1.5% | -52.7% | -51.4% |
| YTD | -75.6% | +11.4% | -87.0% | -77.0% |
| 1Y | -74.8% | +11.9% | -86.7% | -76.2% |
| 3Y | -93.5% | +73.9% | -167.4% | -94.9% |
| 5Y | -99.5% | +57.9% | -157.4% | -99.6% |
| All | -99.5% | +116.4% | -216.0% | -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