-25.9%
JD vs VG
-49.4%
+23.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | +5.2% | -7.7% | +12.9% | +5.5% |
| 30D | +4.5% | -8.8% | +13.3% | +4.7% |
| 3M | -15.4% | -15.6% | +0.2% | -15.0% |
| 6M | -6.0% | +5.2% | -11.3% | -7.0% |
| YTD | +2.2% | +76.9% | -74.7% | -4.2% |
| 1Y | -6.7% | +42.5% | -49.2% | -11.2% |
| All | -25.9% | -49.4% | +23.5% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 5y: compounded portfolio wealth divided by compounded VG 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…
5y analysis · Full analysis span regression · 6 months rolling