-54.1%
SJT vs VT
+69.7%
-123.8%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.1% | +6.2% |
| 7D | -2.4% | -2.3% | -0.1% | -1.6% |
| 30D | -15.7% | -5.0% | -10.8% | -14.2% |
| 3M | +30.5% | -4.9% | +35.4% | +32.8% |
| 6M | -22.8% | -1.5% | -21.3% | -22.8% |
| YTD | -42.9% | +8.5% | -51.4% | -45.8% |
| 1Y | -46.5% | +11.4% | -57.9% | -50.1% |
| 3Y | -54.1% | +70.1% | -124.1% | -63.5% |
| All | -54.1% | +69.7% | -123.8% | -63.5% |
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