+137.6%
VEA vs JD
+48.6%
+89.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | 0.0% | +5.2% | -5.2% | -0.8% |
| 30D | -1.4% | +4.5% | -5.9% | -2.1% |
| 3M | -4.1% | -15.4% | +11.3% | -1.9% |
| 6M | -1.3% | -6.0% | +4.7% | -0.8% |
| YTD | +12.1% | +2.2% | +9.9% | +11.1% |
| 1Y | +16.1% | -6.7% | +22.7% | +16.5% |
| 3Y | +73.0% | +20.5% | +52.5% | +61.8% |
| 5Y | +55.1% | -58.4% | +113.6% | +62.7% |
| 10Y | +156.9% | +32.5% | +124.5% | +110.6% |
| All | +137.6% | +48.6% | +89.1% | +94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling