+364.8%
DBJP vs VT
+224.5%
+140.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.2% | +0.4% | -0.3% | -0.2% |
| 30D | +2.7% | +1.0% | +1.7% | +1.8% |
| 3M | +3.1% | +2.4% | +0.7% | +1.1% |
| 6M | +12.8% | +12.0% | +0.8% | +2.4% |
| YTD | +24.6% | +15.3% | +9.3% | +10.3% |
| 1Y | +41.3% | +22.6% | +18.7% | +18.8% |
| 3Y | +109.0% | +74.7% | +34.3% | +31.2% |
| 5Y | +162.4% | +66.1% | +96.2% | +71.1% |
| All | +364.8% | +224.5% | +140.4% | +64.9% |
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