+1,917.9%
VRT vs JD
-8.5%
+1,926.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.5% | +12.1% | +10.1% |
| 7D | -10.6% | +7.9% | -18.5% | -12.1% |
| 30D | -17.4% | +4.8% | -22.2% | -18.4% |
| 3M | -26.4% | -13.9% | -12.5% | -24.6% |
| 6M | -41.0% | -5.8% | -35.2% | -40.8% |
| YTD | +23.8% | +2.4% | +21.4% | +22.1% |
| 1Y | +11.6% | -7.5% | +19.2% | +12.2% |
| 3Y | +403.5% | +20.9% | +382.6% | +367.9% |
| 5Y | +647.0% | -58.0% | +705.1% | +702.4% |
| All | +1,917.9% | -8.5% | +1,926.4% | +1,804.4% |
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