-2.5%
SJT vs VT
+66.2%
-68.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +4.1% |
| 7D | +7.7% | +1.0% | +6.7% | +7.0% |
| 30D | +21.3% | -0.2% | +21.6% | +21.4% |
| 3M | -17.9% | +4.5% | -22.5% | -20.8% |
| 6M | -38.1% | +14.1% | -52.2% | -44.4% |
| YTD | -45.4% | +14.8% | -60.1% | -51.2% |
| 1Y | -47.3% | +21.2% | -68.4% | -55.0% |
| 3Y | -53.2% | +76.6% | -129.7% | -71.3% |
| 5Y | -2.5% | +66.6% | -69.1% | -37.5% |
| All | -2.5% | +66.2% | -68.7% | -37.5% |
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 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