+800.0%
VGT vs JD
+20.6%
+779.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -0.2% | -4.2% | +4.1% | +0.8% |
| 30D | -0.4% | -14.4% | +14.0% | +2.8% |
| 3M | +4.4% | -3.6% | +8.0% | +4.9% |
| 6M | +32.1% | -0.3% | +32.4% | +31.2% |
| YTD | +28.8% | -2.4% | +31.1% | +28.4% |
| 1Y | +35.3% | -18.5% | +53.9% | +40.1% |
| 3Y | +124.8% | -7.0% | +131.8% | +114.9% |
| 5Y | +137.9% | -61.7% | +199.6% | +164.0% |
| All | +800.0% | +20.6% | +779.3% | +569.6% |
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