-95.4%
DJTU vs VT
+38.3%
-133.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.6% | -11.2% | -9.2% |
| 7D | -10.5% | -0.1% | -10.4% | -9.7% |
| 30D | -17.8% | -0.7% | -17.1% | -15.0% |
| 3M | -5.8% | +4.0% | -9.8% | -16.8% |
| 6M | -48.5% | +12.3% | -60.8% | -65.7% |
| YTD | -73.0% | +14.0% | -87.1% | -82.7% |
| 1Y | -87.7% | +20.3% | -108.0% | -93.4% |
| All | -95.4% | +38.3% | -133.7% | -98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling