-8.2%
SRJN vs VT
+10.8%
-18.9%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -0.2% | -0.1% | 0.0% | -0.2% |
| 30D | -2.8% | -0.7% | -2.2% | -2.7% |
| 3M | -5.6% | +4.0% | -9.6% | -6.3% |
| 6M | -8.1% | +12.3% | -20.4% | -9.9% |
| All | -8.2% | +10.8% | -18.9% | -9.9% |
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