-90.7%
MJ vs VT
+222.7%
-313.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.2% |
| 7D | -6.6% | +2.9% | -9.5% | -9.9% |
| 30D | -3.7% | -2.5% | -1.2% | -0.7% |
| 3M | -13.0% | -3.3% | -9.7% | -9.5% |
| 6M | -16.5% | +1.5% | -18.0% | -18.5% |
| YTD | -26.5% | +11.4% | -37.8% | -35.6% |
| 1Y | -27.0% | +11.9% | -38.9% | -36.9% |
| 3Y | -32.1% | +73.9% | -106.0% | -66.0% |
| 5Y | -85.7% | +57.9% | -143.6% | -91.7% |
| All | -90.7% | +222.7% | -313.3% | -97.5% |
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