+54.3%
JD vs VEU
+140.6%
-86.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.2% |
| 7D | -1.7% | +1.1% | -2.8% | -3.1% |
| 30D | -13.2% | +2.2% | -15.3% | -15.7% |
| 3M | -3.2% | +3.0% | -6.2% | -8.1% |
| 6M | +15.2% | +10.9% | +4.4% | -1.8% |
| YTD | +2.0% | +18.2% | -16.2% | -20.6% |
| 1Y | -5.4% | +28.3% | -33.7% | -34.1% |
| 3Y | -9.1% | +74.6% | -83.7% | -57.4% |
| 5Y | -59.6% | +56.4% | -116.0% | -77.2% |
| 10Y | +26.2% | +153.0% | -126.8% | -55.8% |
| All | +54.3% | +140.6% | -86.3% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling