+18.6%
JD vs VIVK
-100.0%
+118.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -14.3% | +12.7% | -1.7% |
| 7D | +0.4% | -48.0% | +48.4% | +0.3% |
| 30D | +4.2% | -88.4% | +92.7% | +3.9% |
| 3M | -12.8% | -98.7% | +86.0% | -13.3% |
| 6M | -8.8% | -100.0% | +91.2% | -9.7% |
| YTD | +0.5% | -100.0% | +100.5% | -0.5% |
| 1Y | -8.8% | -100.0% | +91.2% | -8.4% |
| All | +18.6% | -100.0% | +118.6% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling