-57.1%
JD vs VCIT
+3.2%
-60.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.8% | +1.8% |
| 7D | +13.4% | +0.1% | +13.3% | +13.2% |
| 30D | +7.7% | +1.9% | +5.8% | +5.3% |
| 3M | -11.3% | -1.4% | -9.8% | -9.8% |
| 6M | -5.1% | -2.1% | -3.0% | -2.8% |
| YTD | +5.0% | -1.6% | +6.7% | +7.0% |
| 1Y | -5.6% | -0.9% | -4.7% | -4.7% |
| 3Y | +17.8% | +20.0% | -2.2% | -6.4% |
| All | -57.1% | +3.2% | -60.3% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling