-61.6%
JD vs VIAV
+136.9%
-198.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.6% |
| 7D | -3.0% | +13.6% | -16.5% | -4.7% |
| 30D | -19.3% | +5.3% | -24.7% | -20.4% |
| 3M | -6.0% | -15.6% | +9.6% | -5.1% |
| 6M | +1.8% | +34.0% | -32.2% | -6.9% |
| YTD | -2.6% | +119.9% | -122.4% | -21.2% |
| 1Y | -17.4% | +235.2% | -252.6% | -40.5% |
| 3Y | -8.6% | +299.8% | -308.4% | -39.8% |
| 5Y | -61.6% | +140.1% | -201.7% | -69.1% |
| All | -61.6% | +136.9% | -198.5% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling