+50.1%
JD vs VICR
+2,216.3%
-2,166.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.0% |
| 7D | -4.0% | +21.9% | -25.9% | -7.3% |
| 30D | +2.7% | -38.4% | +41.0% | +9.5% |
| 3M | -13.0% | -27.2% | +14.1% | -11.3% |
| 6M | -12.7% | -43.7% | +31.0% | -9.7% |
| YTD | -0.8% | +50.3% | -51.1% | -18.5% |
| 1Y | -8.9% | +74.6% | -83.4% | -27.5% |
| 3Y | +17.0% | +351.2% | -334.2% | -29.8% |
| 5Y | -63.5% | +2.5% | -66.0% | -72.8% |
| 10Y | +30.5% | +1,031.9% | -1,001.4% | -44.2% |
| All | +50.1% | +2,216.3% | -2,166.2% | -44.0% |
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 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