+28.4%
JD vs VT
+214.8%
-186.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.1% | +7.4% | +8.3% |
| 7D | +11.7% | -4.2% | +15.9% | +17.3% |
| 30D | +8.1% | -5.8% | +13.9% | +15.8% |
| 3M | -12.0% | -5.2% | -6.7% | -6.6% |
| 6M | -3.5% | +0.1% | -3.6% | -5.2% |
| YTD | +3.3% | +8.2% | -4.9% | -8.3% |
| 1Y | -7.4% | +10.1% | -17.5% | -19.8% |
| 3Y | +16.6% | +69.7% | -53.1% | -41.9% |
| 5Y | -57.9% | +53.4% | -111.2% | -75.5% |
| All | +28.4% | +214.8% | -186.4% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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