+54.4%
BJRI vs VT
+222.7%
-168.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -8.0% | +0.4% | -8.5% | -8.7% |
| 30D | -11.7% | +1.0% | -12.7% | -13.2% |
| 3M | +39.6% | +2.4% | +37.2% | +33.4% |
| 6M | +70.3% | +12.0% | +58.3% | +41.5% |
| YTD | +52.0% | +15.3% | +36.7% | +20.5% |
| 1Y | +76.7% | +22.6% | +54.1% | +27.4% |
| 3Y | +102.8% | +74.7% | +28.1% | -17.1% |
| 5Y | +50.5% | +66.1% | -15.6% | -32.1% |
| All | +54.4% | +222.7% | -168.3% | -68.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling