+366.3%
BDJ vs VT
+346.0%
+20.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.2% |
| 7D | -1.1% | -2.3% | +1.2% | +0.6% |
| 30D | +1.5% | -5.0% | +6.5% | +5.5% |
| 3M | -1.0% | -4.9% | +3.9% | +2.7% |
| 6M | +7.1% | -1.5% | +8.7% | +8.1% |
| YTD | +6.9% | +8.5% | -1.6% | 0.0% |
| 1Y | +15.6% | +11.4% | +4.2% | +5.9% |
| 3Y | +66.9% | +70.1% | -3.2% | +10.3% |
| 5Y | +47.3% | +53.7% | -6.4% | +4.7% |
| 10Y | +190.4% | +220.0% | -29.6% | +19.9% |
| All | +366.3% | +346.0% | +20.3% | +58.0% |
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