+125.8%
VGT vs JD
-6.1%
+131.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.1% |
| 7D | +1.8% | -0.8% | +2.6% | +1.9% |
| 30D | -0.3% | -16.0% | +15.7% | +2.0% |
| 3M | +3.4% | -3.2% | +6.5% | +3.5% |
| 6M | +35.0% | +6.1% | +28.9% | +33.2% |
| YTD | +28.8% | -0.1% | +28.9% | +28.1% |
| 1Y | +38.0% | -12.7% | +50.7% | +39.6% |
| 3Y | +125.8% | -6.3% | +132.1% | +131.3% |
| All | +125.8% | -6.1% | +131.9% | +131.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling