+34.4%
JD vs VCLT
+21.5%
+12.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | -4.1% | -2.3% | -1.9% | -3.1% |
| 30D | +4.6% | +0.8% | +3.9% | +4.2% |
| 3M | -4.7% | -2.7% | -2.1% | -3.5% |
| 6M | -17.4% | -4.3% | -13.1% | -15.7% |
| YTD | +0.7% | -4.3% | +5.0% | +2.7% |
| 1Y | -5.9% | -4.4% | -1.5% | -4.0% |
| 3Y | +18.9% | +13.8% | +5.1% | +11.3% |
| 5Y | -62.9% | -17.0% | -46.0% | -61.2% |
| All | +34.4% | +21.5% | +12.8% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling