+52.4%
JD vs VWO
+86.9%
-34.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.7% |
| 7D | -4.1% | +2.0% | -6.1% | -6.9% |
| 30D | +4.6% | -4.3% | +8.9% | +10.4% |
| 3M | -4.7% | -6.4% | +1.6% | +3.3% |
| 6M | -17.4% | -5.6% | -11.7% | -12.5% |
| YTD | +0.7% | +5.2% | -4.5% | -9.6% |
| 1Y | -5.9% | +5.2% | -11.1% | -15.6% |
| 3Y | +18.9% | +55.5% | -36.6% | -35.7% |
| 5Y | -62.9% | +25.6% | -88.5% | -71.1% |
| 10Y | +32.5% | +110.8% | -78.3% | -34.1% |
| All | +52.4% | +86.9% | -34.5% | -18.3% |
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