-5.6%
JD vs VLTO
+18.3%
-23.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.6% |
| 7D | +13.4% | +5.4% | +8.0% | +12.7% |
| 30D | +7.7% | +22.3% | -14.6% | +5.4% |
| 3M | -11.3% | +19.6% | -30.9% | -13.0% |
| 6M | -5.1% | +35.2% | -40.3% | -8.1% |
| YTD | +5.0% | +17.9% | -12.8% | +3.4% |
| 1Y | -5.6% | +19.5% | -25.2% | -7.2% |
| All | -5.6% | +18.3% | -23.9% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling