+16.4%
JD vs VIG
+247.5%
-231.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.5% |
| 7D | -2.6% | -2.2% | -0.4% | -0.3% |
| 30D | -15.4% | -3.2% | -12.1% | -12.5% |
| 3M | -5.0% | +3.0% | -8.1% | -8.0% |
| 6M | +0.9% | +8.1% | -7.2% | -7.0% |
| YTD | -2.5% | +9.1% | -11.6% | -10.9% |
| 1Y | -16.0% | +12.6% | -28.6% | -25.7% |
| 3Y | -8.5% | +55.4% | -63.9% | -41.9% |
| 5Y | -61.8% | +62.8% | -124.5% | -76.7% |
| All | +16.4% | +247.5% | -231.2% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling