+9.2%
JD vs VLTO
+27.2%
-18.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.3% |
| 7D | -1.7% | -2.3% | +0.6% | -1.0% |
| 30D | -13.2% | -0.9% | -12.3% | -13.0% |
| 3M | -3.2% | +13.8% | -17.0% | -7.2% |
| 6M | +15.2% | +2.0% | +13.2% | +14.3% |
| YTD | +2.0% | -3.2% | +5.2% | +2.8% |
| 1Y | -5.4% | -9.2% | +3.8% | -2.5% |
| All | +9.2% | +27.2% | -18.0% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling