-62.4%
JD vs VNQ
+6.7%
-69.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -4.1% | +0.8% | -4.9% | -4.6% |
| 30D | +4.6% | +6.8% | -2.2% | +0.1% |
| 3M | -4.7% | -1.3% | -3.5% | -4.1% |
| 6M | -17.4% | +2.4% | -19.7% | -19.1% |
| YTD | +0.7% | +12.1% | -11.4% | -7.7% |
| 1Y | -5.9% | +12.0% | -17.9% | -13.7% |
| 3Y | +18.9% | +44.8% | -25.9% | -12.1% |
| All | -62.4% | +6.7% | -69.0% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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