+158.3%
VEA vs JD
+20.5%
+137.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.1% | -2.6% | +0.5% | -1.7% |
| 30D | -1.1% | -15.4% | +14.3% | +1.4% |
| 3M | +5.1% | -5.0% | +10.1% | +5.7% |
| 6M | +9.8% | +0.9% | +8.9% | +9.2% |
| YTD | +15.9% | -2.5% | +18.4% | +15.8% |
| 1Y | +24.6% | -16.0% | +40.6% | +27.0% |
| 3Y | +75.5% | -8.5% | +84.1% | +71.1% |
| 5Y | +59.4% | -61.8% | +121.1% | +70.0% |
| All | +158.3% | +20.5% | +137.8% | +113.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling