+590.8%
DBJP vs VT
+335.5%
+255.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.8% | -2.5% |
| 7D | -6.4% | -4.2% | -2.3% | -3.0% |
| 30D | -11.0% | -5.8% | -5.2% | -6.3% |
| 3M | -6.1% | -5.2% | -0.8% | -1.6% |
| 6M | +1.1% | +0.1% | +1.0% | +1.3% |
| YTD | +14.0% | +8.2% | +5.8% | +7.2% |
| 1Y | +18.0% | +10.1% | +7.9% | +9.3% |
| 3Y | +85.1% | +69.7% | +15.4% | +21.5% |
| 5Y | +137.2% | +53.4% | +83.9% | +67.7% |
| 10Y | +326.3% | +219.2% | +107.1% | +66.6% |
| All | +590.8% | +335.5% | +255.3% | +150.0% |
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