-62.4%
JD vs VWO
+25.3%
-87.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.7% |
| 7D | -4.1% | +2.0% | -6.1% | -8.0% |
| 30D | +4.6% | -4.3% | +8.9% | +12.6% |
| 3M | -4.7% | -6.4% | +1.6% | +6.3% |
| 6M | -17.4% | -5.6% | -11.7% | -11.4% |
| YTD | +0.7% | +5.2% | -4.5% | -16.9% |
| 1Y | -5.9% | +5.2% | -11.1% | -22.5% |
| 3Y | +18.9% | +55.5% | -36.6% | -60.4% |
| All | -62.4% | +25.3% | -87.7% | -79.6% |
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