+51.4%
JD vs VT
+240.9%
-189.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +0.9% |
| 7D | +9.0% | -0.3% | +9.3% | +9.3% |
| 30D | +5.2% | -1.4% | +6.6% | +7.0% |
| 3M | -15.9% | -1.4% | -14.5% | -14.7% |
| 6M | -7.7% | +5.5% | -13.2% | -14.6% |
| YTD | +0.1% | +12.8% | -12.8% | -15.2% |
| 1Y | -9.7% | +15.4% | -25.2% | -25.9% |
| 3Y | +12.9% | +76.9% | -64.0% | -46.0% |
| 5Y | -60.6% | +60.4% | -121.0% | -78.0% |
| 10Y | +28.4% | +232.8% | -204.4% | -69.0% |
| All | +51.4% | +240.9% | -189.4% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling