+28.9%
JD vs VFC
-44.8%
+73.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -3.2% |
| 7D | +7.9% | +7.7% | +0.2% | +5.9% |
| 30D | +4.8% | +39.2% | -34.4% | -3.7% |
| 3M | -13.9% | +40.3% | -54.2% | -21.2% |
| 6M | -5.8% | +11.4% | -17.2% | -9.8% |
| YTD | +2.4% | +17.5% | -15.1% | -4.1% |
| 1Y | -7.5% | +45.9% | -53.4% | -18.7% |
| 3Y | +20.9% | +47.3% | -26.4% | -6.5% |
| 5Y | -58.0% | -67.2% | +9.2% | -48.5% |
| 10Y | +28.9% | -46.1% | +75.0% | +45.2% |
| All | +28.9% | -44.8% | +73.7% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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