+213.7%
VT vs JD
+31.9%
+181.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | -2.3% | +13.4% | -15.7% | -4.3% |
| 30D | -5.0% | +7.7% | -12.7% | -6.1% |
| 3M | -4.9% | -11.3% | +6.4% | -3.2% |
| 6M | -1.5% | -5.1% | +3.6% | -1.1% |
| YTD | +8.5% | +5.0% | +3.4% | +6.9% |
| 1Y | +11.4% | -5.6% | +17.0% | +11.7% |
| 3Y | +70.1% | +17.8% | +52.3% | +58.4% |
| 5Y | +53.7% | -57.2% | +110.9% | +62.2% |
| All | +213.7% | +31.9% | +181.7% | +152.2% |
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