-57.0%
DJT vs VT
+66.3%
-123.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +6.1% |
| 7D | -28.1% | -0.1% | -27.9% | -28.3% |
| 30D | -47.2% | -3.1% | -44.2% | -45.1% |
| 3M | -54.4% | -3.5% | -50.9% | -52.2% |
| 6M | -52.1% | +0.5% | -52.5% | -52.1% |
| YTD | -67.7% | +10.8% | -78.5% | -71.5% |
| 1Y | -68.1% | +11.9% | -80.0% | -72.2% |
| 3Y | -71.7% | +73.0% | -144.7% | -84.9% |
| 5Y | -92.7% | +58.6% | -151.3% | -95.4% |
| All | -57.0% | +66.3% | -123.3% | -32.2% |
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