-100.0%
JDST price history and return analytics
+221.8%
-321.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +0.8% |
| 7D | +15.4% | +2.4% | +13.0% | +21.2% |
| 30D | +2.2% | -1.5% | +3.7% | +1.2% |
| 3M | +11.6% | -4.1% | +15.7% | +7.0% |
| 6M | +8.9% | +0.6% | +8.3% | +20.1% |
| YTD | -41.1% | +11.0% | -52.1% | -17.3% |
| 1Y | -59.9% | +13.3% | -73.2% | -41.2% |
| 3Y | -97.8% | +73.4% | -171.2% | -92.7% |
| 5Y | -98.0% | +57.4% | -155.4% | -92.9% |
| All | -100.0% | +221.8% | -321.8% | -99.9% |
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