-61.3%
JD vs VMC
+52.7%
-113.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | -1.7% | -4.3% | +2.7% | -0.4% |
| 30D | -13.2% | -8.2% | -4.9% | -10.9% |
| 3M | -3.2% | -7.0% | +3.9% | -1.6% |
| 6M | +15.2% | -10.8% | +26.0% | +18.2% |
| YTD | +2.0% | -7.4% | +9.4% | +2.6% |
| 1Y | -5.4% | -9.5% | +4.1% | -4.2% |
| 3Y | -9.1% | +20.5% | -29.6% | -20.2% |
| All | -61.3% | +52.7% | -113.9% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling