+16.5%
JMBS price history and return analytics
+144.9%
-128.4%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.1% |
| 7D | -0.9% | -0.7% | -0.2% | -0.8% |
| 30D | +2.0% | -1.7% | +3.8% | +2.1% |
| 3M | -1.3% | -2.3% | +1.0% | -1.2% |
| 6M | -2.2% | +1.5% | -3.7% | -2.3% |
| YTD | -1.3% | +12.0% | -13.4% | -1.8% |
| 1Y | -0.8% | +12.9% | -13.7% | -1.3% |
| 3Y | +16.5% | +74.9% | -58.5% | +13.9% |
| 5Y | +1.4% | +59.9% | -58.5% | -1.3% |
| All | +16.5% | +144.9% | -128.4% | +14.3% |
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