-4.1%
VEA vs JD
-14.2%
+10.1%
-7.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.8% |
| 7D | 0.0% | +5.2% | -5.2% | -0.1% |
| 30D | -1.4% | +4.5% | -5.9% | -1.6% |
| 3M | -4.1% | -15.4% | +11.3% | -4.1% |
| All | -4.1% | -14.2% | +10.1% | -4.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling