+296.7%
J vs VT
+215.5%
+81.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.7% |
| 7D | -3.7% | -2.3% | -1.4% | -1.3% |
| 30D | +9.2% | -5.0% | +14.2% | +14.9% |
| 3M | +3.6% | -4.9% | +8.5% | +8.8% |
| 6M | +18.3% | -1.5% | +19.8% | +19.5% |
| YTD | +13.3% | +8.5% | +4.9% | +3.6% |
| 1Y | -2.0% | +11.4% | -13.3% | -12.6% |
| 3Y | +38.3% | +70.1% | -31.8% | -19.9% |
| 5Y | +31.6% | +53.7% | -22.1% | -15.7% |
| All | +296.7% | +215.5% | +81.2% | +20.5% |
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