+125.6%
DJCO vs VT
+74.0%
+51.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | +0.1% |
| 7D | +3.0% | +2.4% | +0.6% | +0.2% |
| 30D | +5.0% | -1.5% | +6.5% | +6.8% |
| 3M | +10.0% | -4.1% | +14.1% | +15.2% |
| 6M | +40.2% | +0.6% | +39.7% | +38.0% |
| YTD | +35.7% | +11.0% | +24.7% | +17.3% |
| 1Y | +67.4% | +13.3% | +54.1% | +40.7% |
| 3Y | +125.6% | +73.4% | +52.2% | +3.3% |
| All | +125.6% | +74.0% | +51.6% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling