+67.9%
DJUL vs VT
+124.4%
-56.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.2% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | -1.4% | -2.6% | +1.2% | -0.3% |
| 3M | -0.5% | -3.2% | +2.8% | +0.9% |
| 6M | +3.2% | +0.9% | +2.2% | +2.5% |
| YTD | +7.2% | +11.3% | -4.1% | +1.8% |
| 1Y | +9.0% | +14.0% | -5.0% | +2.4% |
| 3Y | +48.9% | +75.8% | -27.0% | +15.8% |
| 5Y | +52.3% | +57.8% | -5.6% | +21.0% |
| All | +67.9% | +124.4% | -56.5% | +19.0% |
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 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