-61.3%
JD vs VCLT
-15.1%
-46.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.0% |
| 7D | -0.8% | +0.3% | -1.1% | -1.0% |
| 30D | -16.0% | -0.6% | -15.5% | -15.8% |
| 3M | -3.2% | -2.2% | -0.9% | -1.9% |
| 6M | +6.1% | -2.9% | +8.9% | +7.9% |
| YTD | -0.1% | -2.1% | +1.9% | +1.0% |
| 1Y | -12.7% | -2.6% | -10.1% | -11.5% |
| 3Y | -6.3% | +12.5% | -18.8% | -14.0% |
| 5Y | -61.3% | -15.3% | -46.1% | -62.6% |
| All | -61.3% | -15.1% | -46.2% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling