+117.0%
DJCO vs VT
+74.2%
+42.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | +0.6% |
| 7D | +3.2% | -0.1% | +3.3% | +3.3% |
| 30D | +13.5% | -0.7% | +14.2% | +14.3% |
| 3M | +20.8% | +4.0% | +16.8% | +14.7% |
| 6M | +21.3% | +12.3% | +9.0% | +4.3% |
| YTD | +30.7% | +14.0% | +16.7% | +10.4% |
| 1Y | +30.0% | +20.3% | +9.7% | +1.9% |
| All | +117.0% | +74.2% | +42.8% | +10.0% |
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 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