-14.8%
JSM price history and return analytics
+58.5%
-73.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -1.5% | +2.9% | -4.4% | -2.9% |
| 30D | -7.2% | -2.5% | -4.7% | -6.1% |
| 3M | -11.4% | -3.3% | -8.0% | -10.0% |
| 6M | -15.0% | +1.5% | -16.5% | -15.9% |
| YTD | -19.7% | +11.4% | -31.1% | -24.3% |
| 1Y | -14.5% | +11.9% | -26.4% | -19.6% |
| 3Y | +11.4% | +73.9% | -62.5% | -20.4% |
| 5Y | -14.8% | +57.9% | -72.7% | -39.3% |
| All | -14.8% | +58.5% | -73.3% | -39.3% |
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 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