+1,216.9%
VST vs JD
+16.9%
+1,199.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.3% |
| 7D | +8.9% | -1.7% | +10.6% | +9.1% |
| 30D | +6.2% | -13.2% | +19.4% | +7.9% |
| 3M | -2.7% | -3.2% | +0.5% | -2.6% |
| 6M | -8.4% | +15.2% | -23.6% | -10.4% |
| YTD | -7.2% | +2.0% | -9.2% | -7.9% |
| 1Y | -20.9% | -5.4% | -15.5% | -20.9% |
| 3Y | +384.0% | -9.1% | +393.1% | +379.6% |
| 5Y | +757.1% | -59.6% | +816.7% | +799.5% |
| All | +1,216.9% | +16.9% | +1,199.9% | +1,166.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling