+123.4%
VRT vs JD
-5.6%
+129.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +3.8% |
| 7D | +9.1% | -1.7% | +10.8% | +9.6% |
| 30D | +0.9% | -13.2% | +14.1% | +4.8% |
| 3M | -13.4% | -3.2% | -10.2% | -13.7% |
| 6M | +11.7% | +15.2% | -3.5% | +2.2% |
| YTD | +73.2% | +2.0% | +71.3% | +67.4% |
| 1Y | +123.4% | -5.4% | +128.8% | +130.8% |
| All | +123.4% | -5.6% | +129.1% | +130.8% |
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