+32.3%
JD vs VSH
+124.9%
-92.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -0.1% |
| 7D | -4.0% | +26.2% | -30.2% | -10.3% |
| 30D | +2.7% | -12.5% | +15.2% | +4.5% |
| 3M | -13.0% | -16.9% | +3.9% | -11.2% |
| 6M | -12.7% | -17.0% | +4.3% | -16.6% |
| YTD | -0.8% | +93.8% | -94.6% | -31.1% |
| 1Y | -8.9% | +99.3% | -108.2% | -37.6% |
| 3Y | +17.0% | +35.0% | -18.0% | -12.7% |
| 5Y | -63.5% | +45.8% | -109.3% | -74.2% |
| All | +32.3% | +124.9% | -92.5% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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