+52.4%
JD vs VYM
+274.0%
-221.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | -4.1% | +3.7% | -7.8% | -7.4% |
| 30D | +4.6% | +3.7% | +0.9% | +0.8% |
| 3M | -4.7% | -0.7% | -4.0% | -4.5% |
| 6M | -17.4% | +7.2% | -24.6% | -23.1% |
| YTD | +0.7% | +16.9% | -16.2% | -13.7% |
| 1Y | -5.9% | +19.6% | -25.5% | -21.1% |
| 3Y | +18.9% | +74.6% | -55.7% | -30.0% |
| 5Y | -62.9% | +72.3% | -135.3% | -77.8% |
| 10Y | +32.5% | +206.5% | -174.0% | -56.1% |
| All | +52.4% | +274.0% | -221.5% | -64.7% |
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 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