+28.9%
JD vs VCIT
+30.2%
-1.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +7.9% | +0.7% | +7.2% | +7.2% |
| 30D | +4.8% | +1.8% | +3.0% | +3.1% |
| 3M | -13.9% | -1.1% | -12.8% | -13.1% |
| 6M | -5.8% | -1.7% | -4.1% | -4.4% |
| YTD | +2.4% | -1.1% | +3.6% | +3.4% |
| 1Y | -7.5% | -0.4% | -7.2% | -7.3% |
| 3Y | +20.9% | +20.5% | +0.4% | +2.1% |
| 5Y | -58.0% | +3.8% | -61.8% | -61.0% |
| 10Y | +28.9% | +31.2% | -2.3% | +5.7% |
| All | +28.9% | +30.2% | -1.3% | +5.7% |
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