+34.4%
JD vs VCIT
+31.0%
+3.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.7% |
| 7D | -4.1% | -1.4% | -2.7% | -2.9% |
| 30D | +4.6% | +0.6% | +4.0% | +4.1% |
| 3M | -4.7% | -2.2% | -2.5% | -2.7% |
| 6M | -17.4% | -2.3% | -15.0% | -15.6% |
| YTD | +0.7% | -2.2% | +2.9% | +2.7% |
| 1Y | -5.9% | -1.4% | -4.5% | -4.7% |
| 3Y | +18.9% | +18.7% | +0.1% | +1.8% |
| 5Y | -62.9% | +3.6% | -66.5% | -65.4% |
| All | +34.4% | +31.0% | +3.3% | +8.5% |
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