+55.0%
JD vs VEU
+127.4%
-72.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -6.1% |
| 7D | +7.9% | +0.8% | +7.2% | +6.3% |
| 30D | +4.8% | -1.6% | +6.4% | +6.4% |
| 3M | -13.9% | -4.2% | -9.7% | -9.9% |
| 6M | -5.8% | -1.5% | -4.3% | -6.2% |
| YTD | +2.4% | +11.7% | -9.3% | -14.9% |
| 1Y | -7.5% | +15.6% | -23.1% | -26.8% |
| 3Y | +20.9% | +71.7% | -50.9% | -42.8% |
| 5Y | -58.0% | +49.5% | -107.5% | -75.1% |
| 10Y | +28.9% | +145.6% | -116.8% | -53.1% |
| All | +55.0% | +127.4% | -72.4% | -37.8% |
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