-5.6%
JD vs VT
+10.5%
-16.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +13.4% | -2.3% | +15.7% | +14.3% |
| 30D | +7.7% | -5.0% | +12.7% | +10.2% |
| 3M | -11.3% | -4.9% | -6.4% | -9.3% |
| 6M | -5.1% | -1.5% | -3.6% | -5.4% |
| YTD | +5.0% | +8.5% | -3.4% | -3.1% |
| 1Y | -5.6% | +11.4% | -17.0% | -14.4% |
| All | -5.6% | +10.5% | -16.1% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling