+100.9%
JULT vs VT
+134.5%
-33.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | +2.1% | +2.9% | -0.8% | +0.4% |
| 30D | -1.8% | -2.5% | +0.7% | -0.3% |
| 3M | -0.6% | -3.3% | +2.7% | +1.4% |
| 6M | +3.2% | +1.5% | +1.6% | +2.0% |
| YTD | +8.2% | +11.4% | -3.2% | +0.8% |
| 1Y | +9.6% | +11.9% | -2.3% | +1.8% |
| 3Y | +53.8% | +73.9% | -20.1% | +8.9% |
| 5Y | +67.0% | +57.9% | +9.2% | +21.8% |
| All | +100.9% | +134.5% | -33.6% | +19.6% |
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