+34.4%
JD vs VIG
+262.6%
-228.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -4.1% | +3.5% | -7.6% | -7.5% |
| 30D | +4.6% | +4.9% | -0.3% | -0.7% |
| 3M | -4.7% | +2.5% | -7.3% | -7.5% |
| 6M | -17.4% | +11.0% | -28.4% | -26.2% |
| YTD | +0.7% | +16.0% | -15.3% | -13.9% |
| 1Y | -5.9% | +17.5% | -23.4% | -20.7% |
| 3Y | +18.9% | +67.0% | -48.1% | -30.2% |
| 5Y | -62.9% | +64.8% | -127.7% | -77.8% |
| All | +34.4% | +262.6% | -228.3% | -66.4% |
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