+16.5%
JD vs VIVK
-100.0%
+116.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.4% | +7.5% | +0.2% |
| 7D | -4.2% | -4.4% | +0.1% | -4.2% |
| 30D | -14.4% | -40.8% | +26.4% | -14.3% |
| 3M | -3.6% | -94.1% | +90.6% | -2.8% |
| 6M | -0.3% | -98.2% | +97.9% | +0.6% |
| YTD | -2.4% | -98.0% | +95.7% | -1.8% |
| 1Y | -18.5% | -100.0% | +81.4% | -16.7% |
| 3Y | -7.0% | -100.0% | +93.0% | -5.3% |
| 5Y | -61.7% | -100.0% | +38.3% | -61.2% |
| All | +16.5% | -100.0% | +116.5% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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