+2.1%
JMBS price history and return analytics
+66.2%
-64.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +0.1% | +1.0% | -0.9% | 0.0% |
| 30D | -0.3% | -0.2% | -0.1% | -0.3% |
| 3M | -0.2% | +4.5% | -4.7% | -0.7% |
| 6M | -1.3% | +14.1% | -15.3% | -2.6% |
| YTD | -0.1% | +14.8% | -14.9% | -1.6% |
| 1Y | +1.5% | +21.2% | -19.6% | -0.5% |
| 3Y | +15.6% | +76.6% | -61.0% | +8.2% |
| 5Y | +2.1% | +66.6% | -64.5% | -5.6% |
| All | +2.1% | +66.2% | -64.1% | -5.6% |
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