+124.0%
DJP vs VT
+222.7%
-98.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +2.0% | +0.4% | +1.5% | +1.8% |
| 30D | +11.5% | +1.0% | +10.5% | +11.1% |
| 3M | +6.4% | +2.4% | +4.1% | +5.5% |
| 6M | +17.8% | +12.0% | +5.8% | +12.9% |
| YTD | +37.4% | +15.3% | +22.0% | +30.1% |
| 1Y | +49.6% | +22.6% | +27.0% | +38.5% |
| 3Y | +57.9% | +74.7% | -16.8% | +27.4% |
| 5Y | +84.1% | +66.1% | +18.0% | +50.1% |
| All | +124.0% | +222.7% | -98.8% | +41.1% |
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