+16.9%
JD vs VCLT
+16.9%
-0.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | -19.3% | +0.1% | -19.4% | -19.4% |
| 3M | -6.0% | -2.9% | -3.1% | -4.8% |
| 6M | +1.8% | -4.0% | +5.7% | +3.7% |
| YTD | -2.6% | -2.2% | -0.3% | -1.6% |
| 1Y | -17.4% | -2.6% | -14.9% | -16.5% |
| 3Y | -8.6% | +12.3% | -20.9% | -13.9% |
| 5Y | -61.6% | -16.4% | -45.2% | -60.0% |
| 10Y | +16.9% | +18.1% | -1.2% | +2.9% |
| All | +16.9% | +16.9% | -0.1% | +2.9% |
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