+10.6%
JD vs VLTO
+54.1%
-43.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.4% |
| 7D | +11.7% | +12.0% | -0.3% | +8.2% |
| 30D | +8.1% | +20.8% | -12.8% | +2.4% |
| 3M | -12.0% | +20.1% | -32.1% | -16.6% |
| 6M | -3.5% | +32.6% | -36.1% | -11.4% |
| YTD | +3.3% | +17.3% | -14.0% | -1.4% |
| 1Y | -7.4% | +17.3% | -24.7% | -11.8% |
| 3Y | +16.6% | +66.9% | -50.3% | -0.2% |
| All | +10.6% | +54.1% | -43.5% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling