+329.8%
DBJP vs VT
+223.7%
+106.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | +1.0% |
| 7D | -1.3% | +0.4% | -1.7% | -1.5% |
| 30D | -6.6% | -2.6% | -4.0% | -4.3% |
| 3M | -4.6% | -3.2% | -1.4% | -1.7% |
| 6M | +1.9% | +0.9% | +1.0% | +1.3% |
| YTD | +17.9% | +11.3% | +6.6% | +7.8% |
| 1Y | +21.9% | +14.0% | +7.9% | +9.2% |
| 3Y | +95.2% | +75.8% | +19.3% | +22.3% |
| 5Y | +148.3% | +57.8% | +90.5% | +69.7% |
| 10Y | +329.8% | +219.8% | +110.0% | +53.3% |
| All | +329.8% | +223.7% | +106.1% | +53.3% |
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