+16.5%
JD vs VTEB
+17.9%
-1.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | -0.2% |
| 7D | -4.2% | -0.9% | -3.3% | -3.4% |
| 30D | -14.4% | -2.5% | -11.9% | -12.4% |
| 3M | -3.6% | -3.0% | -0.6% | -0.9% |
| 6M | -0.3% | -2.1% | +1.8% | +1.6% |
| YTD | -2.4% | -1.5% | -0.9% | -1.0% |
| 1Y | -18.5% | +0.2% | -18.7% | -18.7% |
| 3Y | -7.0% | +8.6% | -15.6% | -13.2% |
| 5Y | -61.7% | +1.2% | -62.9% | -62.8% |
| All | +16.5% | +17.9% | -1.3% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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