+16.5%
JD vs VICR
+1,679.8%
-1,663.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.2% | -11.0% | -1.8% |
| 7D | -4.2% | +5.0% | -9.2% | -5.2% |
| 30D | -14.4% | -12.5% | -1.9% | -13.0% |
| 3M | -3.6% | -33.6% | +30.0% | +0.8% |
| 6M | -0.3% | +10.7% | -11.0% | -8.3% |
| YTD | -2.4% | +80.6% | -82.9% | -19.7% |
| 1Y | -18.5% | +288.4% | -306.9% | -43.9% |
| 3Y | -7.0% | +213.8% | -220.8% | -37.9% |
| 5Y | -61.7% | +58.8% | -120.5% | -73.0% |
| All | +16.5% | +1,679.8% | -1,663.2% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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