-22.4%
JBTM price history and return analytics
+53.4%
-75.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +0.9% |
| 7D | +17.6% | -2.3% | +19.9% | +20.9% |
| 30D | +23.0% | -5.0% | +28.0% | +31.0% |
| 3M | +5.2% | -4.9% | +10.1% | +11.9% |
| 6M | -5.8% | -1.5% | -4.3% | -4.8% |
| YTD | -14.6% | +8.5% | -23.1% | -24.1% |
| 1Y | -8.4% | +11.4% | -19.7% | -21.4% |
| 3Y | +22.2% | +70.1% | -47.8% | -41.3% |
| All | -22.4% | +53.4% | -75.8% | -56.2% |
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