-99.4%
JSPR vs VT
+110.8%
-210.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.8% | +0.2% | +19.6% | +19.7% |
| 7D | +8.1% | -2.3% | +10.4% | +10.0% |
| 30D | -1.4% | -5.0% | +3.6% | +2.2% |
| 3M | -13.0% | -4.9% | -8.1% | -9.7% |
| 6M | -40.7% | -1.5% | -39.1% | -39.6% |
| YTD | -69.3% | +8.5% | -77.8% | -70.5% |
| 1Y | -69.3% | +11.4% | -80.7% | -70.9% |
| 3Y | -93.0% | +70.1% | -163.0% | -94.3% |
| 5Y | -99.4% | +53.7% | -153.1% | -99.5% |
| All | -99.4% | +110.8% | -210.3% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling