+59.0%
JD vs VCLT
+36.0%
+23.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +13.4% | +0.3% | +13.1% | +13.2% |
| 30D | +7.7% | +3.7% | +4.0% | +6.2% |
| 3M | -11.3% | -1.0% | -10.3% | -11.0% |
| 6M | -5.1% | -3.4% | -1.8% | -4.0% |
| YTD | +5.0% | -2.6% | +7.7% | +6.0% |
| 1Y | -5.6% | -3.3% | -2.4% | -4.5% |
| 3Y | +17.8% | +17.3% | +0.4% | +10.6% |
| 5Y | -57.2% | -17.0% | -40.2% | -56.3% |
| 10Y | +34.8% | +18.1% | +16.7% | +33.0% |
| All | +59.0% | +36.0% | +23.0% | +67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling