+31.8%
BSJR vs VT
+129.7%
-98.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | 0.0% | -2.3% | +2.3% | +0.8% |
| 30D | -0.2% | -5.0% | +4.8% | +1.6% |
| 3M | 0.0% | -4.9% | +4.8% | +1.6% |
| 6M | +0.7% | -1.5% | +2.3% | +1.0% |
| YTD | +2.0% | +8.5% | -6.5% | -1.5% |
| 1Y | +3.0% | +11.4% | -8.4% | -1.6% |
| 3Y | +22.4% | +70.1% | -47.7% | -2.0% |
| 5Y | +16.6% | +53.7% | -37.2% | -3.6% |
| All | +31.8% | +129.7% | -98.0% | -10.1% |
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