+54.3%
JD vs VFC
-67.9%
+122.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.3% |
| 7D | -1.7% | -1.6% | -0.1% | -1.3% |
| 30D | -13.2% | -11.6% | -1.5% | -10.4% |
| 3M | -3.2% | -18.1% | +14.9% | +0.8% |
| 6M | +15.2% | -27.4% | +42.6% | +23.0% |
| YTD | +2.0% | -24.8% | +26.8% | +7.4% |
| 1Y | -5.4% | -8.2% | +2.8% | -7.0% |
| 3Y | -9.1% | -29.1% | +20.0% | -14.7% |
| 5Y | -59.6% | -79.2% | +19.6% | -43.6% |
| 10Y | +26.2% | -68.1% | +94.3% | +42.0% |
| All | +54.3% | -67.9% | +122.2% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling