+20.9%
JD vs VLTO
+73.3%
-52.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.7% |
| 7D | +7.9% | +2.0% | +5.9% | +7.3% |
| 30D | +4.8% | +21.8% | -17.0% | -0.7% |
| 3M | -13.9% | +20.2% | -34.1% | -18.2% |
| 6M | -5.8% | +36.3% | -42.1% | -13.8% |
| YTD | +2.4% | +18.8% | -16.4% | -2.3% |
| 1Y | -7.5% | +20.4% | -27.9% | -12.3% |
| 3Y | +20.9% | +71.9% | -51.0% | +10.1% |
| All | +20.9% | +73.3% | -52.4% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling