+688.8%
VRT vs JD
-62.7%
+751.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.8% |
| 7D | +18.6% | -4.0% | +22.6% | +19.5% |
| 30D | -11.7% | +2.7% | -14.3% | -12.5% |
| 3M | -27.3% | -13.0% | -14.2% | -25.5% |
| 6M | -42.9% | -12.7% | -30.2% | -41.8% |
| YTD | +29.5% | -0.8% | +30.3% | +28.2% |
| 1Y | +21.0% | -8.9% | +29.9% | +22.1% |
| 3Y | +403.1% | +17.0% | +386.1% | +364.2% |
| 5Y | +688.8% | -63.5% | +752.3% | +760.4% |
| All | +688.8% | -62.7% | +751.5% | +760.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling