+54.3%
JD vs VCIT
+44.4%
+10.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -1.7% | -0.3% | -1.3% | -1.4% |
| 30D | -13.2% | -0.8% | -12.4% | -12.7% |
| 3M | -3.2% | -1.0% | -2.2% | -2.5% |
| 6M | +15.2% | -1.8% | +17.1% | +16.7% |
| YTD | +2.0% | -0.7% | +2.7% | +2.4% |
| 1Y | -5.4% | +1.0% | -6.4% | -6.1% |
| 3Y | -9.1% | +18.8% | -28.0% | -19.1% |
| 5Y | -59.6% | +3.5% | -63.1% | -62.8% |
| 10Y | +26.2% | +29.2% | -3.0% | +17.3% |
| All | +54.3% | +44.4% | +10.0% | +64.0% |
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