-5.6%
JD vs VCIT
-0.9%
-4.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.8% | +1.7% |
| 7D | +13.4% | +0.1% | +13.3% | +13.2% |
| 30D | +7.7% | +1.9% | +5.8% | +6.2% |
| 3M | -11.3% | -1.4% | -9.8% | -10.5% |
| 6M | -5.1% | -2.1% | -3.0% | -3.3% |
| YTD | +5.0% | -1.6% | +6.7% | +4.0% |
| 1Y | -5.6% | -0.9% | -4.7% | -8.5% |
| All | -5.6% | -0.9% | -4.8% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling