+1,205.2%
VST vs JD
+31.7%
+1,173.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.5% | +9.8% | +7.6% |
| 7D | -0.5% | +7.9% | -8.4% | -1.5% |
| 30D | -17.1% | +4.8% | -21.8% | -17.6% |
| 3M | -4.6% | -13.9% | +9.3% | -3.1% |
| 6M | -9.1% | -5.8% | -3.3% | -8.9% |
| YTD | -16.6% | +2.4% | -19.0% | -17.4% |
| 1Y | -29.5% | -7.5% | -21.9% | -29.2% |
| 3Y | +297.5% | +20.9% | +276.7% | +281.7% |
| 5Y | +654.5% | -58.0% | +712.6% | +687.8% |
| 10Y | +1,205.2% | +28.9% | +1,176.3% | +1,149.1% |
| All | +1,205.2% | +31.7% | +1,173.6% | +1,149.1% |
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