+59.0%
JD vs VSH
+104.4%
-45.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.7% | -4.1% | 0.0% |
| 7D | +13.4% | -12.9% | +26.3% | +17.1% |
| 30D | +7.7% | -36.9% | +44.6% | +21.5% |
| 3M | -11.3% | -28.8% | +17.5% | -4.9% |
| 6M | -5.1% | -30.3% | +25.1% | -4.6% |
| YTD | +5.0% | +62.4% | -57.3% | -24.5% |
| 1Y | -5.6% | +62.5% | -68.2% | -32.5% |
| 3Y | +17.8% | +7.4% | +10.4% | -6.9% |
| 5Y | -57.2% | +25.4% | -82.6% | -69.1% |
| 10Y | +34.8% | +102.6% | -67.9% | -32.3% |
| All | +59.0% | +104.4% | -45.4% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling