-99.3%
JSPR vs VT
+123.0%
-222.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | +1.6% | +1.0% | +0.6% | +0.9% |
| 30D | -0.1% | -0.2% | +0.1% | 0.0% |
| 3M | +51.5% | +4.5% | +47.0% | +47.8% |
| 6M | -48.6% | +14.1% | -62.7% | -52.4% |
| YTD | -61.3% | +14.8% | -76.0% | -64.2% |
| 1Y | -73.2% | +21.2% | -94.4% | -76.0% |
| 3Y | -92.3% | +76.6% | -168.9% | -94.0% |
| 5Y | -99.3% | +66.6% | -165.9% | -99.4% |
| All | -99.3% | +123.0% | -222.3% | -99.4% |
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 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