+395.3%
DXJ vs VT
+215.5%
+179.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | -3.4% | -2.3% | -1.1% | -1.3% |
| 30D | -7.0% | -5.0% | -2.1% | -2.7% |
| 3M | -4.7% | -4.9% | +0.2% | -0.4% |
| 6M | +3.0% | -1.5% | +4.6% | +4.4% |
| YTD | +18.2% | +8.5% | +9.7% | +10.0% |
| 1Y | +26.6% | +11.4% | +15.3% | +15.1% |
| 3Y | +103.6% | +70.1% | +33.5% | +29.0% |
| 5Y | +205.2% | +53.7% | +151.4% | +110.3% |
| All | +395.3% | +215.5% | +179.8% | +71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling