+54.3%
JD vs VIAV
+467.4%
-413.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +1.0% |
| 7D | -1.7% | -4.6% | +2.9% | -0.6% |
| 30D | -13.2% | -10.4% | -2.8% | -11.7% |
| 3M | -3.2% | -34.5% | +31.3% | +4.5% |
| 6M | +15.2% | +7.0% | +8.3% | +5.8% |
| YTD | +2.0% | +95.6% | -93.6% | -23.4% |
| 1Y | -5.4% | +197.2% | -202.6% | -38.9% |
| 3Y | -9.1% | +232.0% | -241.1% | -46.0% |
| 5Y | -59.6% | +102.2% | -161.8% | -72.0% |
| 10Y | +26.2% | +344.6% | -318.4% | -36.2% |
| All | +54.3% | +467.4% | -413.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling