+567.3%
VRT vs JD
-58.0%
+625.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.8% | +3.1% |
| 7D | -21.4% | +13.4% | -34.7% | -23.6% |
| 30D | -25.8% | +7.7% | -33.5% | -27.2% |
| 3M | -33.5% | -11.3% | -22.3% | -32.1% |
| 6M | -49.0% | -5.1% | -43.9% | -48.9% |
| YTD | +12.9% | +5.0% | +7.9% | +10.6% |
| 1Y | 0.0% | -5.6% | +5.7% | +0.2% |
| 3Y | +361.8% | +17.8% | +344.0% | +326.7% |
| All | +567.3% | -58.0% | +625.3% | +620.0% |
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