+247.5%
VT vs JD
+48.3%
+199.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.3% |
| 7D | +0.4% | -1.7% | +2.1% | +0.7% |
| 30D | +1.0% | -13.2% | +14.1% | +3.1% |
| 3M | +2.4% | -3.2% | +5.6% | +2.7% |
| 6M | +12.0% | +15.2% | -3.2% | +9.0% |
| YTD | +15.3% | +2.0% | +13.4% | +14.4% |
| 1Y | +22.6% | -5.4% | +28.0% | +22.7% |
| 3Y | +74.7% | -9.1% | +83.8% | +70.2% |
| 5Y | +66.1% | -59.6% | +125.8% | +75.8% |
| 10Y | +225.0% | +26.2% | +198.8% | +166.0% |
| All | +247.5% | +48.3% | +199.2% | +180.9% |
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