-7.2%
JD vs VYM
+64.8%
-72.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -1.9% | -2.0% |
| 7D | -3.0% | -1.0% | -2.0% | -2.0% |
| 30D | -19.3% | -2.0% | -17.3% | -17.7% |
| 3M | -6.0% | +3.1% | -9.1% | -9.0% |
| 6M | +1.8% | +8.9% | -7.1% | -7.0% |
| YTD | -2.6% | +14.7% | -17.3% | -15.8% |
| 1Y | -17.4% | +19.4% | -36.9% | -31.7% |
| All | -7.2% | +64.8% | -72.1% | -50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling