+52.4%
JD vs VNQ
+115.2%
-62.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.8% |
| 3M | -4.7% | -1.3% | -3.5% | -4.2% |
| 6M | -17.4% | +2.4% | -19.7% | -18.8% |
| YTD | +0.7% | +12.1% | -11.4% | -6.1% |
| 1Y | -5.9% | +12.0% | -17.9% | -12.3% |
| 3Y | +18.9% | +44.8% | -25.9% | -5.1% |
| 5Y | -62.9% | +6.9% | -69.8% | -65.4% |
| 10Y | +32.5% | +82.9% | -50.4% | -9.8% |
| All | +52.4% | +115.2% | -62.8% | -8.5% |
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