+55.0%
JD vs VIG
+317.3%
-262.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -5.0% |
| 7D | +7.9% | +0.4% | +7.5% | +7.1% |
| 30D | +4.8% | +4.3% | +0.5% | -0.1% |
| 3M | -13.9% | +2.0% | -16.0% | -16.1% |
| 6M | -5.8% | +10.2% | -16.0% | -15.5% |
| YTD | +2.4% | +14.8% | -12.4% | -12.0% |
| 1Y | -7.5% | +17.5% | -25.0% | -22.5% |
| 3Y | +20.9% | +67.4% | -46.5% | -30.5% |
| 5Y | -58.0% | +63.4% | -121.4% | -75.1% |
| 10Y | +28.9% | +259.9% | -231.0% | -69.2% |
| All | +55.0% | +317.3% | -262.3% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling