+54.3%
JD vs VYM
+270.3%
-216.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.2% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -13.2% | -0.5% | -12.6% | -12.7% |
| 3M | -3.2% | +3.0% | -6.2% | -6.0% |
| 6M | +15.2% | +8.2% | +7.0% | +6.7% |
| YTD | +2.0% | +15.8% | -13.8% | -11.4% |
| 1Y | -5.4% | +20.8% | -26.2% | -21.0% |
| 3Y | -9.1% | +65.3% | -74.4% | -43.5% |
| 5Y | -59.6% | +76.6% | -136.2% | -76.2% |
| 10Y | +26.2% | +203.9% | -177.7% | -57.7% |
| All | +54.3% | +270.3% | -216.0% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling