+2,826.7%
VRT vs JD
-10.8%
+2,837.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.1% | +5.7% | +4.1% |
| 7D | +13.6% | -0.8% | +14.4% | +13.8% |
| 30D | +6.8% | -16.0% | +22.8% | +10.2% |
| 3M | -3.2% | -3.2% | 0.0% | -3.1% |
| 6M | +20.3% | +6.1% | +14.3% | +18.3% |
| YTD | +79.6% | -0.1% | +79.7% | +78.6% |
| 1Y | +139.0% | -12.7% | +151.7% | +143.5% |
| 3Y | +644.6% | -6.3% | +650.9% | +627.0% |
| 5Y | +1,024.4% | -61.3% | +1,085.7% | +1,125.2% |
| All | +2,826.7% | -10.8% | +2,837.5% | +2,683.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling