-61.3%
JD vs VT
+66.2%
-127.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -1.7% | +0.4% | -2.1% | -2.3% |
| 30D | -13.2% | +1.0% | -14.1% | -14.4% |
| 3M | -3.2% | +2.4% | -5.6% | -7.0% |
| 6M | +15.2% | +12.0% | +3.2% | -3.0% |
| YTD | +2.0% | +15.3% | -13.4% | -17.7% |
| 1Y | -5.4% | +22.6% | -28.0% | -30.1% |
| 3Y | -9.1% | +74.7% | -83.8% | -61.0% |
| All | -61.3% | +66.2% | -127.4% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling