+18.9%
JD vs VFC
+50.0%
-31.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +1.0% |
| 7D | -4.1% | +1.6% | -5.7% | -4.4% |
| 30D | +4.6% | +25.5% | -20.9% | +0.8% |
| 3M | -4.7% | +41.3% | -46.0% | -10.1% |
| 6M | -17.4% | +22.2% | -39.6% | -20.7% |
| YTD | +0.7% | +16.4% | -15.7% | -3.2% |
| 1Y | -5.9% | +38.4% | -44.3% | -12.6% |
| 3Y | +18.9% | +56.2% | -37.3% | -3.7% |
| All | +18.9% | +50.0% | -31.1% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling