+77.9%
JAVA vs VT
+64.8%
+13.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | -0.3% | -2.3% | +2.0% | +1.6% |
| 30D | +2.5% | -5.0% | +7.4% | +6.6% |
| 3M | -0.1% | -4.9% | +4.8% | +3.8% |
| 6M | +8.3% | -1.5% | +9.8% | +9.3% |
| YTD | +16.3% | +8.5% | +7.8% | +8.3% |
| 1Y | +21.3% | +11.4% | +9.9% | +10.5% |
| 3Y | +68.7% | +70.1% | -1.3% | +8.3% |
| 5Y | +69.2% | +53.7% | +15.5% | +18.0% |
| All | +77.9% | +64.8% | +13.1% | +15.7% |
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