+54.7%
DJAN vs VT
+82.3%
-27.7%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.6% | +2.4% | -0.7% | +0.7% |
| 30D | -0.4% | -1.5% | +1.1% | +0.2% |
| 3M | +0.5% | -4.1% | +4.7% | +2.2% |
| 6M | +3.4% | +0.6% | +2.9% | +3.1% |
| YTD | +7.6% | +11.0% | -3.5% | +3.0% |
| 1Y | +9.9% | +13.3% | -3.4% | +4.4% |
| 3Y | +40.4% | +73.4% | -32.9% | +13.0% |
| 5Y | +45.3% | +57.4% | -12.2% | +19.1% |
| All | +54.7% | +82.3% | -27.7% | +20.3% |
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