+32.2%
JD vs VEU
+149.7%
-117.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -2.9% |
| 7D | +0.4% | -0.5% | +1.0% | +0.5% |
| 30D | +4.2% | -1.0% | +5.2% | +4.9% |
| 3M | -12.8% | -3.6% | -9.1% | -9.3% |
| 6M | -8.8% | -1.2% | -7.6% | -9.8% |
| YTD | +0.5% | +12.0% | -11.5% | -17.9% |
| 1Y | -8.8% | +13.9% | -22.6% | -27.4% |
| 3Y | +18.6% | +71.3% | -52.7% | -46.7% |
| 5Y | -62.2% | +50.3% | -112.5% | -78.8% |
| 10Y | +32.2% | +150.3% | -118.1% | -56.1% |
| All | +32.2% | +149.7% | -117.5% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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