+982.3%
VGT vs JD
+46.5%
+935.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.0% |
| 7D | +2.5% | -4.1% | +6.6% | +3.3% |
| 30D | -9.5% | +4.6% | -14.1% | -10.5% |
| 3M | -9.5% | -4.7% | -4.8% | -8.8% |
| 6M | -1.8% | -17.4% | +15.6% | +1.6% |
| YTD | +18.4% | +0.7% | +17.7% | +17.1% |
| 1Y | +18.7% | -5.9% | +24.6% | +19.1% |
| 3Y | +103.8% | +18.9% | +84.9% | +85.0% |
| 5Y | +104.4% | -62.9% | +167.3% | +126.7% |
| 10Y | +716.9% | +32.5% | +684.4% | +530.3% |
| All | +982.3% | +46.5% | +935.8% | +722.9% |
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