-83.0%
MJ vs VT
+53.2%
-136.2%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | +2.7% |
| 7D | +4.1% | -4.2% | +8.3% | +10.2% |
| 30D | -4.3% | -5.8% | +1.5% | +3.8% |
| 3M | +4.2% | -5.2% | +9.4% | +11.9% |
| 6M | -14.3% | +0.1% | -14.5% | -15.2% |
| YTD | -21.3% | +8.2% | -29.5% | -29.6% |
| 1Y | -22.0% | +10.1% | -32.1% | -32.3% |
| 3Y | -27.1% | +69.7% | -96.8% | -66.5% |
| 5Y | -83.0% | +53.4% | -136.4% | -90.2% |
| All | -83.0% | +53.2% | -136.2% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling