+15.2%
JULM vs VT
+48.4%
-33.2%
-4.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +0.2% | +1.0% | -0.8% | 0.0% |
| 30D | +0.1% | -0.2% | +0.3% | +0.2% |
| 3M | +1.3% | +4.5% | -3.2% | +0.4% |
| 6M | +3.7% | +14.1% | -10.3% | +0.7% |
| YTD | +4.0% | +14.8% | -10.7% | +0.8% |
| 1Y | +5.8% | +21.2% | -15.4% | +1.2% |
| All | +15.2% | +48.4% | -33.2% | +5.0% |
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