+186.8%
DJCO vs VT
+226.9%
-40.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.5% | +2.5% |
| 7D | +4.7% | -2.0% | +6.7% | +6.6% |
| 30D | +15.7% | -1.4% | +17.1% | +17.1% |
| 3M | +22.9% | +4.7% | +18.1% | +17.4% |
| 6M | +23.1% | +11.4% | +11.8% | +10.8% |
| YTD | +32.9% | +13.1% | +19.9% | +18.2% |
| 1Y | +34.9% | +19.0% | +15.9% | +14.4% |
| 3Y | +121.6% | +73.9% | +47.6% | +36.5% |
| 5Y | +99.5% | +65.4% | +34.1% | +27.3% |
| All | +186.8% | +226.9% | -40.1% | +15.6% |
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