+51.4%
JD vs VCIT
+42.8%
+8.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.6% |
| 7D | +9.0% | +0.4% | +8.5% | +8.6% |
| 30D | +5.2% | +2.2% | +3.0% | +3.6% |
| 3M | -15.9% | -1.8% | -14.1% | -14.8% |
| 6M | -7.7% | -1.6% | -6.1% | -6.7% |
| YTD | +0.1% | -1.7% | +1.8% | +1.3% |
| 1Y | -9.7% | -0.8% | -8.9% | -9.2% |
| 3Y | +12.9% | +19.3% | -6.4% | +0.3% |
| 5Y | -60.6% | +3.5% | -64.1% | -63.5% |
| 10Y | +28.4% | +28.6% | -0.2% | +21.0% |
| All | +51.4% | +42.8% | +8.6% | +62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling