+232.9%
DJD vs VT
+223.7%
+9.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | -0.3% |
| 7D | +0.7% | +0.4% | +0.3% | +0.4% |
| 30D | +7.6% | -2.6% | +10.2% | +9.7% |
| 3M | +4.9% | -3.2% | +8.1% | +7.5% |
| 6M | +15.2% | +0.9% | +14.3% | +13.7% |
| YTD | +22.3% | +11.3% | +11.0% | +11.1% |
| 1Y | +26.8% | +14.0% | +12.8% | +12.9% |
| 3Y | +81.8% | +75.8% | +6.0% | +11.1% |
| 5Y | +79.7% | +57.8% | +21.9% | +19.7% |
| 10Y | +232.9% | +219.8% | +13.1% | +22.4% |
| All | +232.9% | +223.7% | +9.2% | +22.4% |
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