+34.4%
JD vs VO
+197.6%
-163.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -4.1% | +3.1% | -7.2% | -7.1% |
| 30D | +4.6% | +2.2% | +2.4% | +2.0% |
| 3M | -4.7% | -2.5% | -2.2% | -2.9% |
| 6M | -17.4% | +7.0% | -24.3% | -23.5% |
| YTD | +0.7% | +14.0% | -13.3% | -12.7% |
| 1Y | -5.9% | +15.6% | -21.5% | -19.7% |
| 3Y | +18.9% | +66.2% | -47.3% | -30.4% |
| 5Y | -62.9% | +36.6% | -99.6% | -73.3% |
| All | +34.4% | +197.6% | -163.3% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling