-84.2%
MJ vs VT
+58.0%
-142.2%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -1.3% |
| 7D | -3.7% | -0.1% | -3.6% | -3.8% |
| 30D | -4.1% | -3.1% | -1.1% | -0.2% |
| 3M | -3.8% | -3.5% | -0.3% | +0.7% |
| 6M | -15.5% | +0.5% | -16.0% | -16.7% |
| YTD | -23.5% | +10.8% | -34.3% | -33.8% |
| 1Y | -28.2% | +11.9% | -40.1% | -39.1% |
| 3Y | -29.4% | +73.0% | -102.4% | -68.3% |
| All | -84.2% | +58.0% | -142.2% | -91.4% |
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