+26.2%
SJNK vs VT
+66.2%
-40.0%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | 0.0% | +1.0% | -1.0% | -0.3% |
| 30D | -0.1% | -0.2% | +0.1% | -0.1% |
| 3M | +0.9% | +4.5% | -3.6% | -0.4% |
| 6M | +2.4% | +14.1% | -11.6% | -1.5% |
| YTD | +2.1% | +14.8% | -12.6% | -2.0% |
| 1Y | +3.8% | +21.2% | -17.4% | -2.1% |
| 3Y | +24.8% | +76.6% | -51.7% | +4.2% |
| 5Y | +26.2% | +66.6% | -40.4% | +4.6% |
| All | +26.2% | +66.2% | -40.0% | +4.6% |
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 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