+62.1%
VEA vs JD
-61.6%
+123.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | -0.2% |
| 7D | +1.9% | -0.8% | +2.6% | +2.0% |
| 30D | +0.8% | -16.0% | +16.8% | +3.0% |
| 3M | +5.7% | -3.2% | +8.9% | +5.9% |
| 6M | +13.3% | +6.1% | +7.2% | +12.1% |
| YTD | +18.4% | -0.1% | +18.5% | +17.9% |
| 1Y | +27.0% | -12.7% | +39.7% | +28.4% |
| 3Y | +79.3% | -6.3% | +85.6% | +75.3% |
| 5Y | +62.1% | -61.3% | +123.5% | +69.3% |
| All | +62.1% | -61.6% | +123.7% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling