-17.4%
JD vs VIG
+14.1%
-31.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -1.9% | -2.0% |
| 7D | -3.0% | -1.2% | -1.8% | -2.0% |
| 30D | -19.3% | -2.8% | -16.5% | -17.3% |
| 3M | -6.0% | +2.5% | -8.5% | -8.4% |
| 6M | +1.8% | +8.1% | -6.3% | -6.5% |
| YTD | -2.6% | +9.6% | -12.1% | -12.2% |
| 1Y | -17.4% | +14.2% | -31.6% | -27.8% |
| All | -17.4% | +14.1% | -31.5% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling