+51.2%
JD vs VWO
+102.6%
-51.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -1.6% |
| 7D | -0.8% | +0.9% | -1.7% | -2.0% |
| 30D | -16.0% | +1.3% | -17.3% | -17.6% |
| 3M | -3.2% | +5.1% | -8.3% | -10.7% |
| 6M | +6.1% | +12.5% | -6.5% | -12.2% |
| YTD | -0.1% | +14.0% | -14.1% | -19.1% |
| 1Y | -12.7% | +19.7% | -32.5% | -34.1% |
| 3Y | -6.3% | +66.8% | -73.1% | -53.4% |
| 5Y | -61.3% | +36.2% | -97.5% | -72.7% |
| 10Y | +17.6% | +111.0% | -93.4% | -43.5% |
| All | +51.2% | +102.6% | -51.4% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling