+61.2%
DJP vs VT
+59.8%
+1.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | +0.2% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | -7.9% | -1.7% | -6.1% | -7.5% |
| 3M | -0.2% | -2.3% | +2.1% | +0.3% |
| 6M | -4.6% | +1.5% | -6.1% | -5.2% |
| YTD | +28.6% | +12.0% | +16.6% | +24.0% |
| 1Y | +28.7% | +12.9% | +15.8% | +23.7% |
| 3Y | +54.8% | +74.9% | -20.1% | +28.3% |
| 5Y | +61.2% | +59.9% | +1.3% | +38.0% |
| All | +61.2% | +59.8% | +1.5% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling