+6.2%
JD vs VLTO
+55.4%
-49.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | -4.0% | +0.8% | -4.8% | -4.2% |
| 30D | +2.7% | +18.7% | -16.0% | -2.2% |
| 3M | -13.0% | +21.7% | -34.7% | -17.9% |
| 6M | -12.7% | +35.8% | -48.6% | -20.5% |
| YTD | -0.8% | +18.3% | -19.1% | -5.6% |
| 1Y | -8.9% | +20.9% | -29.8% | -14.1% |
| 3Y | +17.0% | +68.8% | -51.8% | -0.3% |
| All | +6.2% | +55.4% | -49.2% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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