-100.0%
BJDX vs VT
+64.0%
-164.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -7.6% | +0.4% | -8.0% | -7.8% |
| 30D | -32.9% | +1.0% | -33.9% | -33.3% |
| 3M | -84.3% | +2.4% | -86.7% | -84.6% |
| 6M | -57.3% | +12.0% | -69.3% | -60.4% |
| YTD | -68.8% | +15.3% | -84.2% | -71.5% |
| 1Y | -85.2% | +22.6% | -107.8% | -87.1% |
| 3Y | -100.0% | +74.7% | -174.7% | -100.0% |
| All | -100.0% | +64.0% | -164.0% | -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 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