+1,164.9%
VST vs JD
+31.5%
+1,133.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.3% |
| 7D | +6.6% | -4.1% | +10.7% | +7.1% |
| 30D | -12.4% | +4.6% | -17.0% | -13.0% |
| 3M | -9.0% | -4.7% | -4.3% | -8.6% |
| 6M | -6.4% | -17.4% | +10.9% | -4.6% |
| YTD | -17.2% | +0.7% | -17.9% | -17.8% |
| 1Y | -22.0% | -5.9% | -16.1% | -22.0% |
| 3Y | +296.7% | +18.9% | +277.8% | +281.6% |
| 5Y | +637.6% | -62.9% | +700.5% | +683.2% |
| All | +1,164.9% | +31.5% | +1,133.4% | +1,118.1% |
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