+20.3%
AFJK vs VT
+54.8%
-34.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | -0.3% |
| 7D | -2.8% | -4.2% | +1.3% | -3.2% |
| 30D | -1.1% | -5.8% | +4.7% | -1.7% |
| 3M | +1.3% | -5.2% | +6.6% | +0.9% |
| 6M | -72.9% | +0.1% | -73.0% | -72.7% |
| YTD | -80.9% | +8.2% | -89.2% | -80.5% |
| 1Y | -9.9% | +10.1% | -20.0% | -7.2% |
| All | +20.3% | +54.8% | -34.5% | +23.3% |
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