+54.3%
JD vs VCLT
+36.8%
+17.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | -1.7% | -0.5% | -1.2% | -1.5% |
| 30D | -13.2% | -0.9% | -12.3% | -12.9% |
| 3M | -3.2% | -3.2% | +0.1% | -2.0% |
| 6M | +15.2% | -3.8% | +19.0% | +16.9% |
| YTD | +2.0% | -2.0% | +4.0% | +2.7% |
| 1Y | -5.4% | -0.8% | -4.6% | -5.2% |
| 3Y | -9.1% | +12.3% | -21.4% | -13.3% |
| 5Y | -59.6% | -15.4% | -44.2% | -59.0% |
| 10Y | +26.2% | +15.7% | +10.5% | +22.9% |
| All | +54.3% | +36.8% | +17.5% | +62.2% |
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