+454.7%
IJJ vs VT
+357.6%
+97.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +0.1% |
| 7D | 0.0% | +0.4% | -0.3% | -0.4% |
| 30D | +4.9% | -2.6% | +7.5% | +7.7% |
| 3M | -1.7% | -3.2% | +1.6% | +1.5% |
| 6M | +4.7% | +0.9% | +3.7% | +3.2% |
| YTD | +13.2% | +11.3% | +1.8% | +0.8% |
| 1Y | +16.7% | +14.0% | +2.7% | +1.4% |
| 3Y | +60.2% | +75.8% | -15.7% | -10.4% |
| 5Y | +42.8% | +57.8% | -15.0% | -10.6% |
| 10Y | +164.4% | +219.8% | -55.4% | -15.7% |
| All | +454.7% | +357.6% | +97.0% | +24.7% |
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