+1,079.1%
VGT vs JD
+48.3%
+1,030.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.1% |
| 7D | +1.0% | -1.7% | +2.7% | +1.3% |
| 30D | +1.3% | -13.2% | +14.4% | +4.1% |
| 3M | -1.1% | -3.2% | +2.0% | -0.8% |
| 6M | +32.6% | +15.2% | +17.4% | +27.8% |
| YTD | +29.0% | +2.0% | +27.0% | +27.5% |
| 1Y | +39.7% | -5.4% | +45.1% | +39.9% |
| 3Y | +120.9% | -9.1% | +130.0% | +113.2% |
| 5Y | +133.6% | -59.6% | +193.2% | +152.9% |
| 10Y | +792.6% | +26.2% | +766.3% | +594.7% |
| All | +1,079.1% | +48.3% | +1,030.8% | +796.2% |
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