+16.5%
JD vs VIAV
+419.4%
-402.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -0.6% |
| 7D | -4.2% | +11.2% | -15.4% | -6.7% |
| 30D | -14.4% | -10.1% | -4.3% | -13.0% |
| 3M | -3.6% | -22.9% | +19.3% | -0.1% |
| 6M | -0.3% | +28.8% | -29.1% | -12.0% |
| YTD | -2.4% | +117.5% | -119.8% | -27.8% |
| 1Y | -18.5% | +216.1% | -234.6% | -47.3% |
| 3Y | -7.0% | +292.2% | -299.2% | -46.6% |
| 5Y | -61.7% | +141.0% | -202.7% | -74.4% |
| All | +16.5% | +419.4% | -402.9% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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