-4.2%
JD vs VIG
+58.6%
-62.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.3% |
| 7D | -1.7% | -0.4% | -1.2% | -1.3% |
| 30D | -13.2% | -1.0% | -12.2% | -12.3% |
| 3M | -3.2% | +2.8% | -6.0% | -5.9% |
| 6M | +15.2% | +8.2% | +7.0% | +6.0% |
| YTD | +2.0% | +11.0% | -9.0% | -8.6% |
| 1Y | -5.4% | +16.1% | -21.5% | -19.0% |
| All | -4.2% | +58.6% | -62.8% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling