+1,493.4%
DJCO vs VT
+356.5%
+1,136.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +3.0% | +2.4% | +0.6% | +1.9% |
| 30D | +5.0% | -1.5% | +6.5% | +5.7% |
| 3M | +10.0% | -4.1% | +14.1% | +12.1% |
| 6M | +40.2% | +0.6% | +39.7% | +39.8% |
| YTD | +35.7% | +11.0% | +24.7% | +29.3% |
| 1Y | +67.4% | +13.3% | +54.1% | +58.2% |
| 3Y | +125.6% | +73.4% | +52.2% | +79.8% |
| 5Y | +86.3% | +57.4% | +28.8% | +53.5% |
| 10Y | +186.3% | +221.7% | -35.4% | +91.6% |
| All | +1,493.4% | +356.5% | +1,136.9% | +965.5% |
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