-99.0%
DJTU vs VT
+34.7%
-133.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.3% | -14.2% | -13.3% |
| 7D | +27.5% | +2.4% | +25.1% | +17.9% |
| 30D | -67.8% | -1.5% | -66.3% | -67.1% |
| 3M | -77.5% | -4.1% | -73.4% | -74.1% |
| 6M | -84.0% | +0.6% | -84.6% | -84.3% |
| YTD | -94.3% | +11.0% | -105.3% | -96.1% |
| 1Y | -94.3% | +13.3% | -107.6% | -96.3% |
| All | -99.0% | +34.7% | -133.7% | -99.7% |
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