+10.9%
SJT vs VT
+226.9%
-216.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.4% |
| 7D | +5.2% | -2.0% | +7.2% | +6.6% |
| 30D | +13.0% | -1.4% | +14.4% | +14.0% |
| 3M | -13.8% | +4.7% | -18.6% | -17.0% |
| 6M | -39.4% | +11.4% | -50.7% | -44.5% |
| YTD | -45.7% | +13.1% | -58.8% | -50.9% |
| 1Y | -47.6% | +19.0% | -66.6% | -54.5% |
| 3Y | -53.5% | +73.9% | -127.4% | -69.9% |
| 5Y | -4.6% | +65.4% | -70.0% | -36.5% |
| All | +10.9% | +226.9% | -216.0% | -48.3% |
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