-50.1%
DJT vs VT
+67.2%
-117.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.4% |
| 7D | +23.6% | +2.9% | +20.7% | +19.1% |
| 30D | -35.9% | -2.5% | -33.4% | -33.6% |
| 3M | -39.9% | -3.3% | -36.6% | -36.9% |
| 6M | -43.1% | +1.5% | -44.6% | -43.8% |
| YTD | -62.5% | +11.4% | -73.8% | -67.0% |
| 1Y | -60.7% | +11.9% | -72.6% | -65.6% |
| 3Y | -67.2% | +73.9% | -141.1% | -82.6% |
| 5Y | -91.6% | +57.9% | -149.5% | -95.2% |
| All | -50.1% | +67.2% | -117.2% | -21.6% |
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