-16.6%
SOJE vs VT
+113.0%
-129.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | +1.2% | -2.3% | +3.6% | +2.1% |
| 30D | -0.1% | -5.0% | +4.8% | +1.6% |
| 3M | -4.5% | -4.9% | +0.4% | -2.9% |
| 6M | -7.7% | -1.5% | -6.2% | -7.4% |
| YTD | -7.5% | +8.5% | -16.0% | -10.5% |
| 1Y | -11.2% | +11.4% | -22.6% | -14.9% |
| 3Y | -5.6% | +70.1% | -75.6% | -23.8% |
| 5Y | -22.2% | +53.7% | -75.9% | -36.8% |
| All | -16.6% | +113.0% | -129.6% | -35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling