+897.3%
VST vs JD
+18.5%
+878.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.3% | -9.4% | -6.5% |
| 7D | -19.9% | +11.7% | -31.7% | -21.0% |
| 30D | -29.7% | +8.1% | -37.7% | -30.4% |
| 3M | -19.6% | -12.0% | -7.6% | -18.5% |
| 6M | -29.4% | -3.5% | -25.9% | -29.4% |
| YTD | -29.7% | +3.3% | -33.1% | -30.4% |
| 1Y | -40.0% | -7.4% | -32.6% | -39.9% |
| 3Y | +231.0% | +16.6% | +214.4% | +219.0% |
| 5Y | +500.1% | -57.9% | +557.9% | +526.6% |
| 10Y | +1,004.2% | +32.6% | +971.6% | +899.6% |
| All | +897.3% | +18.5% | +878.9% | +856.6% |
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 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