+444.2%
V vs JD
+31.7%
+412.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.3% |
| 7D | -0.8% | +7.9% | -8.7% | -2.0% |
| 30D | +9.5% | +4.8% | +4.8% | +8.7% |
| 3M | +16.7% | -13.9% | +30.6% | +19.2% |
| 6M | +32.9% | -5.8% | +38.8% | +33.7% |
| YTD | +21.1% | +2.4% | +18.7% | +19.8% |
| 1Y | +26.6% | -7.5% | +34.2% | +27.3% |
| 3Y | +78.4% | +20.9% | +57.5% | +63.7% |
| 5Y | +105.5% | -58.0% | +163.5% | +118.2% |
| 10Y | +444.2% | +28.9% | +415.4% | +292.1% |
| All | +444.2% | +31.7% | +412.6% | +292.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling