+76.7%
VTI vs JD
+19.6%
+57.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -0.4% | +5.2% | -5.6% | -1.0% |
| 30D | -3.2% | +4.5% | -7.7% | -3.7% |
| 3M | -2.9% | -15.4% | +12.5% | -1.4% |
| 6M | +2.4% | -6.0% | +8.4% | +2.8% |
| YTD | +11.2% | +2.2% | +9.0% | +10.5% |
| 1Y | +11.6% | -6.7% | +18.3% | +11.9% |
| All | +76.7% | +19.6% | +57.1% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling