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Stock and ETF performance explorer

JBSS price history and return analytics

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,511.0%
VT return
+368.8%
Excess return
+1,142.2%
Maximum drawdown
-62.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioVTExcessAlpha
1D-0.3%-0.6%+0.4%0.0%
7D-4.4%-0.1%-4.3%-4.4%
30D-12.4%-0.7%-11.8%-12.2%
3M-5.9%+4.0%-9.9%-7.8%
6M-3.0%+12.3%-15.3%-8.3%
YTD+4.3%+14.0%-9.7%-2.2%
1Y+18.2%+20.3%-2.1%+7.9%
3Y-24.2%+75.4%-99.6%-42.3%
5Y+2.7%+66.0%-63.2%-20.6%
10Y+116.4%+228.2%-111.8%+19.3%
All+1,511.0%+368.8%+1,142.2%+588.1%

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