+327.6%
SGDJ vs VT
+72.7%
+254.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -2.2% |
| 7D | -6.2% | -2.0% | -4.2% | -3.6% |
| 30D | +5.3% | -1.4% | +6.8% | +7.6% |
| 3M | +32.6% | +4.7% | +27.9% | +25.9% |
| 6M | -5.9% | +11.4% | -17.3% | -15.8% |
| YTD | +14.8% | +13.1% | +1.8% | +2.0% |
| 1Y | +67.7% | +19.0% | +48.7% | +42.1% |
| All | +327.6% | +72.7% | +254.9% | +141.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling