+20.6%
RJDI vs VT
+13.6%
+7.0%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | +3.4% | +2.4% | +1.1% | +1.9% |
| 30D | +2.2% | -1.5% | +3.7% | +3.2% |
| 3M | -0.5% | -4.1% | +3.6% | +2.1% |
| 6M | +2.9% | +0.6% | +2.4% | +2.3% |
| YTD | +18.7% | +11.0% | +7.7% | +9.4% |
| 1Y | +21.9% | +13.3% | +8.6% | +10.5% |
| All | +20.6% | +13.6% | +7.0% | +8.9% |
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