+194.6%
JUST vs VT
+137.1%
+57.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | +0.1% |
| 7D | -4.1% | -4.2% | +0.1% | +0.1% |
| 30D | -5.1% | -5.8% | +0.7% | +0.7% |
| 3M | -4.7% | -5.2% | +0.6% | +0.6% |
| 6M | +2.4% | +0.1% | +2.3% | +2.1% |
| YTD | +10.0% | +8.2% | +1.7% | +1.2% |
| 1Y | +11.3% | +10.1% | +1.2% | +0.7% |
| 3Y | +75.8% | +69.7% | +6.2% | +3.0% |
| 5Y | +66.3% | +53.4% | +13.0% | +7.8% |
| All | +194.6% | +137.1% | +57.5% | +21.2% |
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