+80.6%
VTV vs JD
-60.9%
+141.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.1% | -0.1% |
| 7D | -0.7% | -3.0% | +2.3% | -0.5% |
| 30D | -0.5% | -19.3% | +18.8% | +1.0% |
| 3M | +5.3% | -6.0% | +11.3% | +5.7% |
| 6M | +12.9% | +1.8% | +11.1% | +12.5% |
| YTD | +18.5% | -2.6% | +21.0% | +18.4% |
| 1Y | +25.3% | -17.4% | +42.7% | +26.5% |
| 3Y | +68.2% | -8.6% | +76.8% | +66.3% |
| 5Y | +80.6% | -61.6% | +142.2% | +85.0% |
| All | +80.6% | -60.9% | +141.5% | +85.0% |
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