-17.1%
SOJE vs VT
+120.0%
-137.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.2% |
| 7D | -1.4% | -0.7% | -0.7% | -1.2% |
| 30D | -0.7% | -1.7% | +1.0% | -0.2% |
| 3M | -4.1% | -2.3% | -1.8% | -3.4% |
| 6M | -8.7% | +1.5% | -10.2% | -9.3% |
| YTD | -8.1% | +12.0% | -20.1% | -12.0% |
| 1Y | -11.9% | +12.9% | -24.8% | -16.0% |
| 3Y | -5.3% | +74.9% | -80.3% | -24.3% |
| 5Y | -21.1% | +59.9% | -81.0% | -36.8% |
| All | -17.1% | +120.0% | -137.0% | -36.2% |
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