+52.1%
JD vs VIVK
-100.0%
+152.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -14.3% | +12.7% | -1.6% |
| 7D | +0.4% | -48.0% | +48.4% | +0.6% |
| 30D | +4.2% | -88.4% | +92.7% | +4.8% |
| 3M | -12.8% | -98.7% | +86.0% | -11.8% |
| 6M | -8.8% | -100.0% | +91.2% | -7.0% |
| YTD | +0.5% | -100.0% | +100.5% | +2.0% |
| 1Y | -8.8% | -100.0% | +91.2% | -6.5% |
| 3Y | +18.6% | -100.0% | +118.6% | +21.5% |
| 5Y | -62.2% | -100.0% | +37.8% | -61.4% |
| 10Y | +32.2% | -100.0% | +132.2% | +34.7% |
| All | +52.1% | -100.0% | +152.1% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling