-6.3%
JD vs VICR
+201.6%
-207.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.6% | -2.3% |
| 7D | -0.8% | +9.8% | -10.6% | -1.9% |
| 30D | -16.0% | -12.6% | -3.4% | -15.1% |
| 3M | -3.2% | -29.7% | +26.5% | -1.0% |
| 6M | +6.1% | +18.8% | -12.8% | -2.1% |
| YTD | -0.1% | +76.4% | -76.5% | -14.9% |
| 1Y | -12.7% | +282.4% | -295.1% | -36.7% |
| 3Y | -6.3% | +206.2% | -212.5% | -35.4% |
| All | -6.3% | +201.6% | -207.9% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling