-53.9%
SJB vs VT
+336.1%
-390.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.3% | -1.3% |
| 7D | 0.0% | -4.2% | +4.2% | -1.6% |
| 30D | -0.1% | -5.8% | +5.7% | -2.3% |
| 3M | +2.5% | -5.2% | +7.7% | +0.5% |
| 6M | +2.6% | +0.1% | +2.4% | +2.8% |
| YTD | +3.2% | +8.2% | -5.0% | +6.8% |
| 1Y | +2.7% | +10.1% | -7.4% | +7.1% |
| 3Y | -3.4% | +69.7% | -73.1% | +20.7% |
| 5Y | +3.2% | +53.4% | -50.2% | +26.6% |
| 10Y | -27.4% | +219.2% | -246.6% | +24.8% |
| All | -53.9% | +336.1% | -390.0% | -6.0% |
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