+230.0%
DJD vs VT
+224.4%
+5.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.7% |
| 7D | -1.7% | -0.7% | -1.1% | -1.3% |
| 30D | +6.6% | -1.7% | +8.4% | +8.0% |
| 3M | +4.5% | -2.3% | +6.8% | +6.3% |
| 6M | +15.3% | +1.5% | +13.8% | +13.3% |
| YTD | +22.1% | +12.0% | +10.1% | +10.3% |
| 1Y | +23.7% | +12.9% | +10.8% | +11.0% |
| 3Y | +79.6% | +74.9% | +4.6% | +10.2% |
| 5Y | +79.5% | +59.9% | +19.6% | +18.2% |
| 10Y | +230.0% | +224.6% | +5.3% | +19.6% |
| All | +230.0% | +224.4% | +5.6% | +19.6% |
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