+160.4%
VEA vs JD
+29.5%
+130.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | +1.8% | -4.0% | +5.8% | +2.4% |
| 30D | -0.9% | +2.7% | -3.6% | -1.4% |
| 3M | -5.0% | -13.0% | +8.0% | -3.2% |
| 6M | 0.0% | -12.7% | +12.7% | +1.7% |
| YTD | +12.2% | -0.8% | +13.0% | +11.6% |
| 1Y | +14.7% | -8.9% | +23.6% | +15.6% |
| 3Y | +73.2% | +17.0% | +56.2% | +62.4% |
| 5Y | +53.7% | -63.5% | +117.2% | +65.7% |
| All | +160.4% | +29.5% | +130.9% | +114.8% |
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