-57.1%
JD vs VSH
+24.4%
-81.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.7% | -4.1% | +0.5% |
| 7D | +13.4% | -12.9% | +26.3% | +16.0% |
| 30D | +7.7% | -36.9% | +44.6% | +17.4% |
| 3M | -11.3% | -28.8% | +17.5% | -6.8% |
| 6M | -5.1% | -30.3% | +25.1% | -6.1% |
| YTD | +5.0% | +62.4% | -57.3% | -22.0% |
| 1Y | -5.6% | +62.5% | -68.2% | -30.2% |
| 3Y | +17.8% | +7.4% | +10.4% | -1.4% |
| All | -57.1% | +24.4% | -81.5% | -71.1% |
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