+114.0%
BJUL vs VT
+139.7%
-25.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.1% |
| 7D | -0.3% | -0.1% | -0.1% | -0.2% |
| 30D | -2.4% | -3.1% | +0.6% | -0.4% |
| 3M | -1.3% | -3.5% | +2.2% | +1.0% |
| 6M | +2.8% | +0.5% | +2.4% | +2.2% |
| YTD | +8.1% | +10.8% | -2.7% | +0.3% |
| 1Y | +9.3% | +11.9% | -2.6% | +0.7% |
| 3Y | +55.7% | +73.0% | -17.3% | +6.0% |
| 5Y | +67.0% | +58.6% | +8.4% | +19.6% |
| All | +114.0% | +139.7% | -25.7% | +11.2% |
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