-6.4%
JD vs VMC
+1.5%
-8.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -2.7% |
| 7D | +7.9% | +0.3% | +7.6% | +7.8% |
| 30D | +4.8% | +18.6% | -13.8% | +3.3% |
| 3M | -13.9% | +2.0% | -16.0% | -14.6% |
| 6M | -5.8% | +2.6% | -8.4% | -6.6% |
| YTD | +2.4% | +2.3% | +0.2% | -2.2% |
| All | -6.4% | +1.5% | -8.0% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling