-60.6%
JD vs VICR
+54.1%
-114.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.6% | -2.4% |
| 7D | -0.8% | +9.8% | -10.6% | -2.2% |
| 30D | -16.0% | -12.6% | -3.4% | -14.8% |
| 3M | -3.2% | -29.7% | +26.5% | -0.3% |
| 6M | +6.1% | +18.8% | -12.8% | -3.1% |
| YTD | -0.1% | +76.4% | -76.5% | -16.4% |
| 1Y | -12.7% | +282.4% | -295.1% | -38.4% |
| 3Y | -6.3% | +206.2% | -212.5% | -35.9% |
| All | -60.6% | +54.1% | -114.8% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling