+54.6%
JD vs VCLT
+34.9%
+19.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | +0.2% |
| 7D | +5.2% | +0.2% | +5.0% | +5.1% |
| 30D | +4.5% | +2.3% | +2.2% | +3.6% |
| 3M | -15.4% | -1.1% | -14.4% | -15.1% |
| 6M | -6.0% | -4.2% | -1.9% | -4.6% |
| YTD | +2.2% | -3.4% | +5.5% | +3.4% |
| 1Y | -6.7% | -3.8% | -2.9% | -5.3% |
| 3Y | +20.5% | +14.7% | +5.8% | +14.1% |
| 5Y | -58.4% | -16.7% | -41.8% | -57.6% |
| 10Y | +32.5% | +20.5% | +12.0% | +32.5% |
| All | +54.6% | +34.9% | +19.7% | +63.3% |
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