+226.1%
VT vs JD
+50.3%
+175.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.3% | -7.4% | -4.6% |
| 7D | -4.2% | +11.7% | -15.9% | -5.9% |
| 30D | -5.8% | +8.1% | -13.9% | -7.0% |
| 3M | -5.2% | -12.0% | +6.7% | -3.5% |
| 6M | +0.1% | -3.5% | +3.6% | +0.3% |
| YTD | +8.2% | +3.3% | +4.9% | +7.0% |
| 1Y | +10.1% | -7.4% | +17.5% | +10.7% |
| 3Y | +69.7% | +16.6% | +53.1% | +58.7% |
| 5Y | +53.4% | -57.9% | +111.2% | +61.3% |
| 10Y | +219.2% | +32.6% | +186.6% | +159.4% |
| All | +226.1% | +50.3% | +175.8% | +162.8% |
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