-45.4%
JBGS price history and return analytics
+172.4%
-217.7%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.3% |
| 7D | +4.7% | -2.3% | +7.0% | +6.8% |
| 30D | +15.1% | -5.0% | +20.0% | +20.3% |
| 3M | +4.0% | -4.9% | +8.9% | +8.7% |
| 6M | -19.1% | -1.5% | -17.6% | -18.9% |
| YTD | -24.9% | +8.5% | -33.3% | -31.7% |
| 1Y | -28.7% | +11.4% | -40.1% | -36.9% |
| 3Y | +2.5% | +70.1% | -67.6% | -40.3% |
| 5Y | -48.4% | +53.7% | -102.2% | -66.8% |
| All | -45.4% | +172.4% | -217.7% | -80.8% |
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