+16.6%
RJDI vs VT
+10.7%
+5.9%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +0.9% | -0.5% |
| 7D | -3.4% | -4.2% | +0.8% | -0.7% |
| 30D | -1.6% | -5.8% | +4.2% | +2.2% |
| 3M | -3.4% | -5.2% | +1.9% | 0.0% |
| 6M | +0.3% | +0.1% | +0.2% | -0.2% |
| YTD | +14.8% | +8.2% | +6.6% | +7.6% |
| 1Y | +18.2% | +10.1% | +8.0% | +9.2% |
| All | +16.6% | +10.7% | +5.9% | +7.0% |
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