+54.3%
JD vs VICR
+2,551.9%
-2,497.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.6% | +0.9% |
| 7D | -1.7% | +0.4% | -2.1% | -1.8% |
| 30D | -13.2% | -13.9% | +0.8% | -11.4% |
| 3M | -3.2% | -38.4% | +35.2% | +2.6% |
| 6M | +15.2% | -7.2% | +22.4% | +9.3% |
| YTD | +2.0% | +72.0% | -70.1% | -15.5% |
| 1Y | -5.4% | +263.3% | -268.7% | -34.3% |
| 3Y | -9.1% | +173.3% | -182.4% | -37.8% |
| 5Y | -59.6% | +47.3% | -106.9% | -71.2% |
| 10Y | +26.2% | +1,495.2% | -1,468.9% | -48.2% |
| All | +54.3% | +2,551.9% | -2,497.6% | -41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling