-61.3%
JD vs VCIT
+4.1%
-65.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -1.7% | -0.3% | -1.3% | -1.3% |
| 30D | -13.2% | -0.8% | -12.4% | -12.4% |
| 3M | -3.2% | -1.0% | -2.2% | -2.2% |
| 6M | +15.2% | -1.8% | +17.1% | +17.6% |
| YTD | +2.0% | -0.7% | +2.7% | +2.7% |
| 1Y | -5.4% | +1.0% | -6.4% | -6.6% |
| 3Y | -9.1% | +18.8% | -28.0% | -25.8% |
| All | -61.3% | +4.1% | -65.3% | -70.7% |
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 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