-27.4%
SJB vs VT
+223.7%
-251.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | +0.6% |
| 7D | -0.8% | +0.4% | -1.1% | -0.6% |
| 30D | -0.6% | -2.6% | +1.9% | -1.6% |
| 3M | +2.1% | -3.2% | +5.4% | +0.9% |
| 6M | +2.4% | +0.9% | +1.4% | +3.0% |
| YTD | +2.8% | +11.3% | -8.5% | +7.6% |
| 1Y | +2.3% | +14.0% | -11.7% | +8.2% |
| 3Y | -4.8% | +75.8% | -80.6% | +21.5% |
| 5Y | +2.7% | +57.8% | -55.1% | +28.3% |
| 10Y | -27.4% | +219.8% | -247.2% | +32.6% |
| All | -27.4% | +223.7% | -251.0% | +32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling