+22.9%
TJUL vs VT
+72.1%
-49.2%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +0.3% | +1.0% | -0.7% | +0.1% |
| 30D | +0.4% | -0.2% | +0.6% | +0.5% |
| 3M | +1.6% | +4.5% | -2.9% | +0.5% |
| 6M | +3.5% | +14.1% | -10.6% | 0.0% |
| YTD | +3.5% | +14.8% | -11.3% | -0.2% |
| 1Y | +5.0% | +21.2% | -16.2% | -0.3% |
| 3Y | +23.5% | +76.6% | -53.0% | +4.3% |
| All | +22.9% | +72.1% | -49.2% | +4.7% |
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