+1,007.0%
VGT vs JD
+46.1%
+960.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.2% |
| 7D | -1.6% | +0.4% | -2.0% | -1.8% |
| 30D | -10.1% | +4.2% | -14.3% | -11.0% |
| 3M | -5.3% | -12.8% | +7.5% | -2.9% |
| 6M | +0.2% | -8.8% | +9.0% | +1.5% |
| YTD | +21.1% | +0.5% | +20.6% | +19.8% |
| 1Y | +18.2% | -8.8% | +26.9% | +19.3% |
| 3Y | +107.4% | +18.6% | +88.8% | +88.4% |
| 5Y | +111.5% | -62.2% | +173.8% | +133.5% |
| 10Y | +735.5% | +32.2% | +703.3% | +545.0% |
| All | +1,007.0% | +46.1% | +960.8% | +742.1% |
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