-12.7%
JD vs VMC
-11.8%
-0.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -2.0% |
| 7D | -0.8% | -0.5% | -0.3% | -0.8% |
| 30D | -16.0% | -9.1% | -6.9% | -15.9% |
| 3M | -3.2% | -4.1% | +1.0% | -3.5% |
| 6M | +6.1% | -5.5% | +11.6% | +5.8% |
| YTD | -0.1% | -8.9% | +8.8% | -1.2% |
| 1Y | -12.7% | -12.9% | +0.2% | -13.2% |
| All | -12.7% | -11.8% | -0.9% | -13.2% |
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