+367.6%
VTI vs JD
+44.3%
+323.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | +3.4% | -4.0% | +7.4% | +4.0% |
| 30D | -2.3% | +2.7% | -4.9% | -2.7% |
| 3M | -2.2% | -13.0% | +10.9% | -0.3% |
| 6M | +3.3% | -12.7% | +16.0% | +5.0% |
| YTD | +12.1% | -0.8% | +12.9% | +11.5% |
| 1Y | +12.2% | -8.9% | +21.1% | +13.0% |
| 3Y | +78.0% | +17.0% | +61.0% | +66.6% |
| 5Y | +65.2% | -63.5% | +128.7% | +77.8% |
| 10Y | +292.2% | +30.5% | +261.7% | +220.5% |
| All | +367.6% | +44.3% | +323.4% | +278.1% |
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