-0.5%
SOJF vs VT
+35.8%
-36.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -1.7% | -0.7% | -1.0% | -1.6% |
| 30D | -1.9% | -1.7% | -0.2% | -1.8% |
| 3M | -7.7% | -2.3% | -5.4% | -7.5% |
| 6M | -8.5% | +1.5% | -10.0% | -8.7% |
| YTD | -6.5% | +12.0% | -18.5% | -7.6% |
| 1Y | -7.8% | +12.9% | -20.6% | -8.9% |
| All | -0.5% | +35.8% | -36.3% | -2.8% |
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