+32.3%
JD vs VCIT
+31.2%
+1.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.7% |
| 7D | -4.0% | -1.4% | -2.6% | -2.8% |
| 30D | +2.7% | +0.8% | +1.9% | +1.9% |
| 3M | -13.0% | -1.7% | -11.3% | -11.6% |
| 6M | -12.7% | -2.1% | -10.6% | -11.1% |
| YTD | -0.8% | -2.0% | +1.2% | +1.0% |
| 1Y | -8.9% | -1.5% | -7.4% | -7.7% |
| 3Y | +17.0% | +19.0% | -1.9% | +0.1% |
| 5Y | -63.5% | +3.8% | -67.3% | -66.0% |
| All | +32.3% | +31.2% | +1.1% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling