-61.8%
JD vs VWO
+34.2%
-96.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -1.3% |
| 7D | -3.0% | +0.2% | -3.1% | -3.3% |
| 30D | -19.3% | +0.9% | -20.2% | -20.9% |
| 3M | -6.0% | +4.3% | -10.3% | -15.4% |
| 6M | +1.8% | +10.5% | -8.7% | -21.1% |
| YTD | -2.6% | +13.4% | -15.9% | -29.4% |
| 1Y | -17.4% | +18.6% | -36.0% | -46.3% |
| 3Y | -8.6% | +65.8% | -74.4% | -72.4% |
| All | -61.8% | +34.2% | -96.0% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling