-99.3%
JSPR vs VT
+66.2%
-165.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +1.3% | +0.4% | +0.8% | +0.7% |
| 30D | +7.4% | +1.0% | +6.5% | +6.4% |
| 3M | +47.4% | +2.4% | +45.0% | +43.5% |
| 6M | -50.1% | +12.0% | -62.1% | -56.2% |
| YTD | -61.3% | +15.3% | -76.6% | -67.1% |
| 1Y | -73.6% | +22.6% | -96.2% | -79.0% |
| 3Y | -93.8% | +74.7% | -168.5% | -96.4% |
| All | -99.3% | +66.2% | -165.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling