-16.4%
SOJE vs VT
+117.5%
-133.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.5% |
| 7D | +2.1% | -0.1% | +2.3% | +2.1% |
| 30D | +0.8% | -3.1% | +3.8% | +1.8% |
| 3M | -3.6% | -3.5% | -0.1% | -2.5% |
| 6M | -8.1% | +0.5% | -8.6% | -8.4% |
| YTD | -7.4% | +10.8% | -18.1% | -11.0% |
| 1Y | -11.4% | +11.9% | -23.3% | -15.2% |
| 3Y | -4.6% | +73.0% | -77.6% | -23.4% |
| 5Y | -20.8% | +58.6% | -79.5% | -36.3% |
| All | -16.4% | +117.5% | -133.9% | -35.5% |
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 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