+51.2%
JD vs VNQ
+112.2%
-61.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -0.8% | -0.4% | -0.4% | -0.6% |
| 30D | -16.0% | -2.5% | -13.5% | -14.9% |
| 3M | -3.2% | +1.4% | -4.6% | -4.2% |
| 6M | +6.1% | +4.6% | +1.5% | +3.1% |
| YTD | -0.1% | +10.5% | -10.6% | -6.0% |
| 1Y | -12.7% | +8.4% | -21.1% | -17.1% |
| 3Y | -6.3% | +32.4% | -38.7% | -21.2% |
| 5Y | -61.3% | +5.5% | -66.8% | -63.6% |
| 10Y | +17.6% | +59.1% | -41.5% | -13.1% |
| All | +51.2% | +112.2% | -61.0% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling