+16.3%
JMBS price history and return analytics
+149.4%
-133.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | -1.6% | -1.1% | -0.5% | -1.5% |
| 30D | -1.7% | -1.0% | -0.7% | -1.7% |
| 3M | -2.5% | +3.2% | -5.7% | -2.7% |
| 6M | -2.3% | +12.5% | -14.7% | -2.8% |
| YTD | -1.6% | +14.1% | -15.6% | -2.1% |
| 1Y | -0.1% | +18.9% | -19.0% | -0.8% |
| 3Y | +14.1% | +74.1% | -60.0% | +11.6% |
| 5Y | +0.7% | +66.9% | -66.2% | -2.1% |
| All | +16.3% | +149.4% | -133.1% | +13.9% |
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