-63.5%
JD vs VICR
+1.5%
-65.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.0% |
| 7D | -4.0% | +21.9% | -25.9% | -6.6% |
| 30D | +2.7% | -38.4% | +41.0% | +8.2% |
| 3M | -13.0% | -27.2% | +14.1% | -11.6% |
| 6M | -12.7% | -43.7% | +31.0% | -10.2% |
| YTD | -0.8% | +50.3% | -51.1% | -17.1% |
| 1Y | -8.9% | +74.6% | -83.4% | -26.1% |
| 3Y | +17.0% | +351.2% | -334.2% | -27.5% |
| 5Y | -63.5% | +2.5% | -66.0% | -71.4% |
| All | -63.5% | +1.5% | -65.0% | -71.4% |
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 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