+17.6%
JD vs VSH
+170.2%
-152.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -1.8% |
| 7D | -0.8% | +6.2% | -7.0% | -2.5% |
| 30D | -16.0% | -11.1% | -4.9% | -13.5% |
| 3M | -3.2% | -44.9% | +41.7% | +11.9% |
| 6M | +6.1% | +90.0% | -83.9% | -22.1% |
| YTD | -0.1% | +118.8% | -118.9% | -30.9% |
| 1Y | -12.7% | +109.0% | -121.7% | -39.1% |
| 3Y | -6.3% | +35.6% | -41.9% | -27.0% |
| 5Y | -61.3% | +66.7% | -128.0% | -73.0% |
| 10Y | +17.6% | +167.9% | -150.3% | -33.8% |
| All | +17.6% | +170.2% | -152.6% | -33.8% |
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