-7.2%
JD vs VWO
+61.8%
-68.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +2.5% |
| 7D | -2.6% | -1.7% | -0.9% | +0.1% |
| 30D | -15.4% | -0.3% | -15.1% | -15.1% |
| 3M | -5.0% | +4.0% | -9.0% | -12.1% |
| 6M | +0.9% | +8.1% | -7.2% | -14.1% |
| YTD | -2.5% | +11.6% | -14.1% | -22.7% |
| 1Y | -16.0% | +16.2% | -32.2% | -38.7% |
| All | -7.2% | +61.8% | -68.9% | -64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling