+375.4%
VTI vs JD
+48.3%
+327.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | +0.1% | -1.7% | +1.8% | +0.3% |
| 30D | 0.0% | -13.2% | +13.2% | +2.1% |
| 3M | +2.0% | -3.2% | +5.2% | +2.3% |
| 6M | +13.0% | +15.2% | -2.3% | +10.1% |
| YTD | +13.9% | +2.0% | +12.0% | +13.0% |
| 1Y | +20.0% | -5.4% | +25.4% | +20.1% |
| 3Y | +75.8% | -9.1% | +84.9% | +71.3% |
| 5Y | +73.8% | -59.6% | +133.5% | +83.5% |
| 10Y | +297.5% | +26.2% | +271.2% | +226.2% |
| All | +375.4% | +48.3% | +327.1% | +283.2% |
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