+55.0%
JD vs VMC
+439.4%
-384.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -3.2% |
| 7D | +7.9% | +0.3% | +7.6% | +7.7% |
| 30D | +4.8% | +18.6% | -13.8% | -0.4% |
| 3M | -13.9% | +2.0% | -16.0% | -14.7% |
| 6M | -5.8% | +2.6% | -8.4% | -7.3% |
| YTD | +2.4% | +2.3% | +0.2% | +0.2% |
| 1Y | -7.5% | +1.7% | -9.2% | -9.4% |
| 3Y | +20.9% | +41.7% | -20.8% | +5.2% |
| 5Y | -58.0% | +46.6% | -104.7% | -64.3% |
| 10Y | +28.9% | +140.3% | -111.4% | -10.4% |
| All | +55.0% | +439.4% | -384.5% | -26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling