+161.5%
VEA vs JD
+20.4%
+141.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.5% |
| 7D | +0.3% | -3.0% | +3.3% | +0.8% |
| 30D | +0.4% | -19.3% | +19.8% | +3.7% |
| 3M | +4.8% | -6.0% | +10.8% | +5.6% |
| 6M | +11.3% | +1.8% | +9.5% | +10.5% |
| YTD | +17.4% | -2.6% | +20.0% | +17.3% |
| 1Y | +26.2% | -17.4% | +43.6% | +29.0% |
| 3Y | +77.7% | -8.6% | +86.3% | +73.3% |
| 5Y | +60.9% | -61.6% | +122.5% | +71.5% |
| All | +161.5% | +20.4% | +141.2% | +116.3% |
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