-91.4%
DJTU vs VT
+13.3%
-104.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | 0.0% | +10.5% | +10.4% |
| 7D | -13.9% | -1.6% | -12.3% | -7.8% |
| 30D | -58.2% | -2.5% | -55.7% | -53.1% |
| 3M | -70.2% | -1.3% | -68.9% | -68.0% |
| 6M | -71.0% | +3.1% | -74.1% | -73.5% |
| YTD | -88.5% | +10.9% | -99.4% | -92.4% |
| All | -91.4% | +13.3% | -104.7% | -95.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling