-61.3%
JD vs VSH
+64.7%
-125.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.6% | +0.8% |
| 7D | -1.7% | +4.1% | -5.7% | -2.6% |
| 30D | -13.2% | -4.2% | -9.0% | -12.7% |
| 3M | -3.2% | -50.0% | +46.8% | +12.5% |
| 6M | +15.2% | +80.2% | -65.0% | -12.1% |
| YTD | +2.0% | +121.1% | -119.1% | -27.9% |
| 1Y | -5.4% | +112.0% | -117.4% | -32.6% |
| 3Y | -9.1% | +22.5% | -31.6% | -20.6% |
| All | -61.3% | +64.7% | -125.9% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling