+365.8%
VTI vs JD
+46.5%
+319.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | +2.5% | -4.1% | +6.7% | +3.2% |
| 30D | -1.5% | +4.6% | -6.1% | -2.3% |
| 3M | -3.2% | -4.7% | +1.6% | -2.6% |
| 6M | +2.3% | -17.4% | +19.7% | +4.9% |
| YTD | +11.6% | +0.7% | +10.9% | +10.8% |
| 1Y | +13.8% | -5.9% | +19.7% | +14.1% |
| 3Y | +77.4% | +18.9% | +58.5% | +65.7% |
| 5Y | +64.6% | -62.9% | +127.5% | +76.7% |
| 10Y | +290.6% | +32.5% | +258.1% | +218.4% |
| All | +365.8% | +46.5% | +319.3% | +275.8% |
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