+361.8%
VRT vs JD
+16.8%
+345.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.8% | +3.2% |
| 7D | -21.4% | +13.4% | -34.7% | -23.3% |
| 30D | -25.8% | +7.7% | -33.5% | -27.0% |
| 3M | -33.5% | -11.3% | -22.3% | -32.2% |
| 6M | -49.0% | -5.1% | -43.9% | -48.9% |
| YTD | +12.9% | +5.0% | +7.9% | +10.8% |
| 1Y | 0.0% | -5.6% | +5.7% | +0.1% |
| 3Y | +361.8% | +17.8% | +344.0% | +366.4% |
| All | +361.8% | +16.8% | +345.0% | +366.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling