+20.9%
JD vs VEU
+70.2%
-49.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -5.6% |
| 7D | +7.9% | +0.8% | +7.2% | +6.5% |
| 30D | +4.8% | -1.6% | +6.4% | +6.3% |
| 3M | -13.9% | -4.2% | -9.7% | -10.2% |
| 6M | -5.8% | -1.5% | -4.3% | -6.2% |
| YTD | +2.4% | +11.7% | -9.3% | -16.6% |
| 1Y | -7.5% | +15.6% | -23.1% | -29.1% |
| 3Y | +20.9% | +71.7% | -50.9% | -52.9% |
| All | +20.9% | +70.2% | -49.4% | -52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling