-9.7%
JD vs VYM
+21.8%
-31.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +2.4% |
| 7D | +9.0% | +1.2% | +7.8% | +8.3% |
| 30D | +5.2% | +5.2% | 0.0% | +2.3% |
| 3M | -15.9% | +0.5% | -16.4% | -16.0% |
| 6M | -7.7% | +7.7% | -15.4% | -12.0% |
| YTD | +0.1% | +17.2% | -17.1% | -10.7% |
| 1Y | -9.7% | +21.7% | -31.4% | -21.7% |
| All | -9.7% | +21.8% | -31.5% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling