-100.0%
BJDX vs VT
+74.1%
-174.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.6% | +3.4% | +5.3% |
| 7D | +17.5% | +0.4% | +17.1% | +17.4% |
| 30D | -24.5% | -2.6% | -21.9% | -24.0% |
| 3M | -41.8% | -3.2% | -38.6% | -41.4% |
| 6M | -63.8% | +0.9% | -64.8% | -63.8% |
| YTD | -76.7% | +11.3% | -88.0% | -76.6% |
| 1Y | -90.1% | +14.0% | -104.1% | -90.0% |
| 3Y | -100.0% | +75.8% | -175.8% | -100.0% |
| All | -100.0% | +74.1% | -174.1% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling