+226.3%
VTV vs JD
+20.5%
+205.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -2.1% | -2.6% | +0.5% | -1.8% |
| 30D | -1.3% | -15.4% | +14.0% | +0.4% |
| 3M | +5.6% | -5.0% | +10.7% | +6.1% |
| 6M | +12.4% | +0.9% | +11.5% | +11.9% |
| YTD | +17.6% | -2.5% | +20.1% | +17.5% |
| 1Y | +23.5% | -16.0% | +39.5% | +25.2% |
| 3Y | +67.0% | -8.5% | +75.6% | +63.7% |
| 5Y | +80.5% | -61.8% | +142.3% | +89.4% |
| All | +226.3% | +20.5% | +205.9% | +170.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling