+109.7%
DJP vs VT
+217.6%
-108.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -2.7% | -0.1% | -2.5% | -2.7% |
| 30D | -7.9% | -3.1% | -4.9% | -7.1% |
| 3M | -0.7% | -3.5% | +2.8% | +0.3% |
| 6M | -2.4% | +0.5% | -2.9% | -2.9% |
| YTD | +28.1% | +10.8% | +17.3% | +22.8% |
| 1Y | +29.3% | +11.9% | +17.4% | +23.5% |
| 3Y | +54.1% | +73.0% | -18.9% | +24.6% |
| 5Y | +62.4% | +58.6% | +3.8% | +34.4% |
| 10Y | +109.7% | +219.2% | -109.5% | +35.2% |
| All | +109.7% | +217.6% | -108.0% | +35.2% |
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