+96.3%
FJUL vs VT
+118.7%
-22.4%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.1% |
| 7D | -1.9% | -2.3% | +0.5% | -0.4% |
| 30D | -3.3% | -5.0% | +1.7% | -0.3% |
| 3M | -2.1% | -4.9% | +2.8% | +0.9% |
| 6M | +2.4% | -1.5% | +4.0% | +3.1% |
| YTD | +7.1% | +8.5% | -1.4% | +1.3% |
| 1Y | +9.2% | +11.4% | -2.2% | +1.5% |
| 3Y | +53.9% | +70.1% | -16.1% | +9.5% |
| 5Y | +65.0% | +53.7% | +11.3% | +21.9% |
| All | +96.3% | +118.7% | -22.4% | +18.7% |
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