+1,112.0%
VST vs JD
+31.9%
+1,080.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.6% | +8.9% | +10.4% |
| 7D | -9.8% | +13.4% | -23.2% | -11.2% |
| 30D | -25.1% | +7.7% | -32.8% | -25.9% |
| 3M | -11.6% | -11.3% | -0.3% | -10.5% |
| 6M | -20.9% | -5.1% | -15.8% | -20.8% |
| YTD | -22.3% | +5.0% | -27.3% | -23.2% |
| 1Y | -32.0% | -5.6% | -26.4% | -31.9% |
| 3Y | +262.4% | +17.8% | +244.6% | +249.0% |
| 5Y | +563.4% | -57.2% | +620.5% | +591.2% |
| All | +1,112.0% | +31.9% | +1,080.1% | +1,048.7% |
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