+69.0%
JULW vs VT
+133.8%
-64.8%
-9.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +1.2% | +2.4% | -1.2% | +0.3% |
| 30D | -0.7% | -1.5% | +0.8% | -0.2% |
| 3M | -0.4% | -4.1% | +3.7% | +1.1% |
| 6M | +2.4% | +0.6% | +1.8% | +2.0% |
| YTD | +5.8% | +11.0% | -5.2% | +1.6% |
| 1Y | +7.5% | +13.3% | -5.8% | +2.4% |
| 3Y | +38.4% | +73.4% | -35.0% | +13.6% |
| 5Y | +52.9% | +57.4% | -4.5% | +27.1% |
| All | +69.0% | +133.8% | -64.8% | +24.9% |
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