+0.5%
SOJF vs VT
+31.5%
-31.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +0.2% | -2.3% | +2.5% | +0.5% |
| 30D | -0.5% | -5.0% | +4.4% | +0.1% |
| 3M | -6.9% | -4.9% | -2.0% | -6.3% |
| 6M | -7.4% | -1.5% | -5.8% | -7.2% |
| YTD | -5.5% | +8.5% | -14.0% | -6.3% |
| 1Y | -6.0% | +11.4% | -17.4% | -7.0% |
| All | +0.5% | +31.5% | -31.0% | -1.4% |
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