-61.6%
JD vs VEU
+56.2%
-117.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -1.2% |
| 7D | -3.0% | +0.3% | -3.3% | -3.4% |
| 30D | -19.3% | +0.7% | -20.0% | -20.3% |
| 3M | -6.0% | +4.7% | -10.7% | -14.1% |
| 6M | +1.8% | +11.6% | -9.8% | -18.0% |
| YTD | -2.6% | +16.8% | -19.4% | -28.3% |
| 1Y | -17.4% | +24.9% | -42.3% | -46.4% |
| 3Y | -8.6% | +75.7% | -84.3% | -68.6% |
| 5Y | -61.6% | +56.1% | -117.7% | -82.5% |
| All | -61.6% | +56.2% | -117.8% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling