-12.7%
JD vs VFC
-11.5%
-1.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.9% |
| 7D | -0.8% | +0.8% | -1.6% | -0.9% |
| 30D | -16.0% | -11.9% | -4.1% | -15.2% |
| 3M | -3.2% | -20.2% | +17.0% | -1.8% |
| 6M | +6.1% | -23.0% | +29.0% | +7.8% |
| YTD | -0.1% | -26.2% | +26.1% | +1.8% |
| 1Y | -12.7% | -13.3% | +0.6% | -15.5% |
| All | -12.7% | -11.5% | -1.3% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling