-61.5%
JD vs VNQ
+7.0%
-68.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.3% |
| 7D | -4.2% | -1.3% | -3.0% | -3.4% |
| 30D | -14.4% | -2.6% | -11.8% | -13.0% |
| 3M | -3.6% | -2.0% | -1.5% | -2.6% |
| 6M | -0.3% | +4.3% | -4.6% | -3.6% |
| YTD | -2.4% | +9.2% | -11.6% | -8.7% |
| 1Y | -18.5% | +5.6% | -24.1% | -22.1% |
| 3Y | -7.0% | +30.8% | -37.9% | -25.5% |
| All | -61.5% | +7.0% | -68.5% | -65.6% |
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