+52.4%
JD vs VIAV
+400.1%
-347.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.1% | +2.7% |
| 7D | -4.1% | +7.9% | -12.0% | -6.0% |
| 30D | +4.6% | -20.3% | +24.9% | +8.3% |
| 3M | -4.7% | -28.5% | +23.8% | -0.4% |
| 6M | -17.4% | -42.7% | +25.4% | -10.9% |
| YTD | +0.7% | +72.4% | -71.7% | -24.3% |
| 1Y | -5.9% | +81.5% | -87.3% | -30.7% |
| 3Y | +18.9% | +293.8% | -275.0% | -36.6% |
| 5Y | -62.9% | +101.4% | -164.4% | -75.4% |
| 10Y | +32.5% | +293.8% | -261.3% | -33.1% |
| All | +52.4% | +400.1% | -347.6% | -37.7% |
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