+32.3%
JD vs VIAV
+315.1%
-282.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.0% |
| 7D | -4.0% | +23.7% | -27.7% | -8.2% |
| 30D | +2.7% | -21.2% | +23.8% | +6.4% |
| 3M | -13.0% | -24.5% | +11.5% | -10.2% |
| 6M | -12.7% | -39.1% | +26.4% | -7.4% |
| YTD | -0.8% | +82.6% | -83.4% | -25.6% |
| 1Y | -8.9% | +82.7% | -91.6% | -31.9% |
| 3Y | +17.0% | +315.1% | -298.0% | -37.5% |
| 5Y | -63.5% | +113.4% | -176.9% | -75.7% |
| All | +32.3% | +315.1% | -282.7% | -28.0% |
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