-25.0%
VST vs JD
-7.2%
-17.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.0% | -16.9% | -13.1% |
| 7D | -15.7% | +9.0% | -24.7% | -14.2% |
| 30D | -17.0% | +5.2% | -22.2% | -16.0% |
| 3M | -15.9% | -15.9% | 0.0% | -19.8% |
| 6M | -25.0% | -7.7% | -17.3% | -25.6% |
| All | -25.0% | -7.2% | -17.8% | -25.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling