+654.8%
DBJP vs VT
+364.1%
+290.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.2% |
| 6M | +12.8% | +12.0% | +0.8% | +2.8% |
| YTD | +24.6% | +15.3% | +9.3% | +10.9% |
| 1Y | +41.3% | +22.6% | +18.7% | +19.7% |
| 3Y | +109.0% | +74.7% | +34.3% | +33.6% |
| 5Y | +162.4% | +66.1% | +96.2% | +73.3% |
| 10Y | +359.1% | +225.0% | +134.1% | +75.9% |
| All | +654.8% | +364.1% | +290.7% | +158.7% |
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