+73.7%
VTI vs JD
-60.9%
+134.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | -0.3% |
| 7D | -0.4% | -3.0% | +2.6% | 0.0% |
| 30D | -1.6% | -19.3% | +17.7% | +0.8% |
| 3M | +3.6% | -6.0% | +9.6% | +4.2% |
| 6M | +13.0% | +1.8% | +11.2% | +12.4% |
| YTD | +12.7% | -2.6% | +15.3% | +12.6% |
| 1Y | +18.4% | -17.4% | +35.8% | +20.4% |
| 3Y | +76.4% | -8.6% | +85.0% | +73.3% |
| 5Y | +73.7% | -61.6% | +135.3% | +83.4% |
| All | +73.7% | -60.9% | +134.6% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling