+26.1%
JD vs VTEB
+26.6%
-0.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.0% |
| 7D | -0.8% | -0.2% | -0.6% | -0.6% |
| 30D | -16.0% | -1.6% | -14.4% | -15.0% |
| 3M | -3.2% | -2.0% | -1.2% | -1.7% |
| 6M | +6.1% | -1.7% | +7.7% | +7.5% |
| YTD | -0.1% | -0.6% | +0.5% | +0.3% |
| 1Y | -12.7% | +1.8% | -14.6% | -14.0% |
| 3Y | -6.3% | +9.6% | -15.9% | -12.3% |
| 5Y | -61.3% | +2.1% | -63.4% | -62.8% |
| 10Y | +17.6% | +18.9% | -1.3% | +11.5% |
| All | +26.1% | +26.6% | -0.6% | +50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling