-98.9%
DJTU vs VT
+35.1%
-133.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.6% | -8.4% | -6.6% |
| 7D | +44.5% | +2.9% | +41.6% | +30.7% |
| 30D | -67.5% | -2.5% | -65.0% | -65.3% |
| 3M | -73.7% | -3.3% | -70.3% | -70.7% |
| 6M | -80.5% | +1.5% | -82.1% | -81.6% |
| YTD | -93.3% | +11.4% | -104.7% | -95.5% |
| 1Y | -93.9% | +11.9% | -105.8% | -95.9% |
| All | -98.9% | +35.1% | -133.9% | -99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling