+34.5%
VGT vs JD
-17.4%
+51.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -1.0% | -2.6% | +1.6% | -0.6% |
| 30D | -0.4% | -15.4% | +14.9% | +2.3% |
| 3M | +6.6% | -5.0% | +11.6% | +6.8% |
| 6M | +31.0% | +0.9% | +30.1% | +28.3% |
| YTD | +27.2% | -2.5% | +29.7% | +25.9% |
| 1Y | +34.5% | -16.0% | +50.5% | +38.4% |
| All | +34.5% | -17.4% | +51.8% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling