+99.8%
JULT vs VT
+133.2%
-33.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -0.4% | -0.1% | -0.2% | -0.3% |
| 30D | -2.3% | -3.1% | +0.7% | -0.5% |
| 3M | -1.1% | -3.5% | +2.4% | +1.0% |
| 6M | +2.6% | +0.5% | +2.2% | +2.1% |
| YTD | +7.6% | +10.8% | -3.2% | +0.6% |
| 1Y | +9.0% | +11.9% | -2.8% | +1.3% |
| 3Y | +52.9% | +73.0% | -20.1% | +8.7% |
| 5Y | +66.7% | +58.6% | +8.1% | +21.5% |
| All | +99.8% | +133.2% | -33.5% | +19.3% |
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