+16.5%
JD vs VWO
+117.1%
-100.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | -0.9% |
| 7D | -4.2% | -1.8% | -2.5% | -1.6% |
| 30D | -14.4% | -0.1% | -14.3% | -14.4% |
| 3M | -3.6% | +2.2% | -5.8% | -7.8% |
| 6M | -0.3% | +8.8% | -9.1% | -14.7% |
| YTD | -2.4% | +12.4% | -14.7% | -21.0% |
| 1Y | -18.5% | +15.6% | -34.1% | -37.0% |
| 3Y | -7.0% | +62.5% | -69.5% | -55.8% |
| 5Y | -61.7% | +34.3% | -96.0% | -73.9% |
| All | +16.5% | +117.1% | -100.6% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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