+269.0%
DJD vs VT
+233.0%
+36.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -1.0% |
| 7D | -0.5% | -2.3% | +1.8% | +1.3% |
| 30D | +7.3% | -5.0% | +12.3% | +11.5% |
| 3M | +3.3% | -4.9% | +8.2% | +7.2% |
| 6M | +12.9% | -1.5% | +14.4% | +13.6% |
| YTD | +20.2% | +8.5% | +11.7% | +11.7% |
| 1Y | +25.0% | +11.4% | +13.6% | +13.6% |
| 3Y | +75.7% | +70.1% | +5.7% | +12.0% |
| 5Y | +76.5% | +53.7% | +22.7% | +21.4% |
| 10Y | +241.3% | +220.0% | +21.3% | +33.7% |
| All | +269.0% | +233.0% | +36.0% | +43.3% |
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 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