+17.6%
JD vs VMC
+149.2%
-131.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -1.6% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | -16.0% | -9.1% | -6.9% | -14.0% |
| 3M | -3.2% | -4.1% | +1.0% | -2.6% |
| 6M | +6.1% | -5.5% | +11.6% | +6.8% |
| YTD | -0.1% | -8.9% | +8.8% | +1.1% |
| 1Y | -12.7% | -12.9% | +0.2% | -10.7% |
| 3Y | -6.3% | +22.1% | -28.4% | -13.8% |
| 5Y | -61.3% | +52.7% | -114.1% | -66.8% |
| 10Y | +17.6% | +152.7% | -135.1% | -12.6% |
| All | +17.6% | +149.2% | -131.6% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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