-89.1%
MJ vs VT
+234.7%
-323.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | 0.0% |
| 7D | +7.3% | -0.3% | +7.6% | +7.8% |
| 30D | -0.7% | -1.4% | +0.8% | +1.1% |
| 3M | +2.7% | -1.4% | +4.1% | +4.4% |
| 6M | -10.5% | +5.5% | -16.0% | -16.2% |
| YTD | -19.0% | +12.8% | -31.8% | -29.4% |
| 1Y | -18.4% | +15.4% | -33.8% | -31.0% |
| 3Y | -25.0% | +76.9% | -101.9% | -61.3% |
| 5Y | -82.6% | +60.4% | -143.0% | -89.7% |
| 10Y | -90.8% | +232.8% | -323.6% | -96.8% |
| All | -89.1% | +234.7% | -323.7% | -96.2% |
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