+227.8%
VST vs JD
+14.9%
+212.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.3% | -9.4% | -6.6% |
| 7D | -19.9% | +11.7% | -31.7% | -21.2% |
| 30D | -29.7% | +8.1% | -37.7% | -30.5% |
| 3M | -19.6% | -12.0% | -7.6% | -18.3% |
| 6M | -29.4% | -3.5% | -25.9% | -29.5% |
| YTD | -29.7% | +3.3% | -33.1% | -30.6% |
| 1Y | -40.0% | -7.4% | -32.6% | -39.8% |
| All | +227.8% | +14.9% | +212.9% | +234.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling