-59.9%
DJT vs VT
+62.8%
-122.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -1.1% |
| 7D | -28.6% | -2.3% | -26.3% | -26.6% |
| 30D | -51.5% | -5.0% | -46.5% | -48.1% |
| 3M | -59.7% | -4.9% | -54.8% | -56.8% |
| 6M | -56.2% | -1.5% | -54.6% | -55.0% |
| YTD | -69.9% | +8.5% | -78.3% | -72.6% |
| 1Y | -70.1% | +11.4% | -81.4% | -73.6% |
| 3Y | -73.5% | +70.1% | -143.6% | -85.5% |
| 5Y | -92.9% | +53.7% | -146.7% | -95.9% |
| All | -59.9% | +62.8% | -122.7% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling