-46.6%
JBGS price history and return analytics
+181.3%
-227.9%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.5% |
| 7D | -1.0% | -0.7% | -0.3% | -0.6% |
| 30D | +10.0% | -1.7% | +11.8% | +11.5% |
| 3M | +8.5% | -2.3% | +10.8% | +10.5% |
| 6M | -18.2% | +1.5% | -19.7% | -20.3% |
| YTD | -26.5% | +12.0% | -38.5% | -35.2% |
| 1Y | -30.3% | +12.9% | -43.2% | -39.0% |
| 3Y | +5.9% | +74.9% | -69.0% | -39.9% |
| 5Y | -50.3% | +59.9% | -110.2% | -69.2% |
| All | -46.6% | +181.3% | -227.9% | -81.8% |
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