-62.4%
JD vs VTEB
+2.5%
-64.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +2.0% |
| 7D | -4.1% | -1.2% | -2.9% | -2.1% |
| 30D | +4.6% | +2.5% | +2.1% | +0.4% |
| 3M | -4.7% | -1.7% | -3.1% | -1.8% |
| 6M | -17.4% | -1.2% | -16.1% | -15.6% |
| YTD | +0.7% | -0.5% | +1.2% | +1.5% |
| 1Y | -5.9% | -0.1% | -5.8% | -5.8% |
| 3Y | +18.9% | +10.5% | +8.4% | -2.4% |
| All | -62.4% | +2.5% | -64.8% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling