+298.0%
VTV vs JD
+46.5%
+251.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | +2.9% | -4.1% | +7.0% | +3.4% |
| 30D | +3.8% | +4.6% | -0.8% | +3.2% |
| 3M | +1.6% | -4.7% | +6.3% | +2.0% |
| 6M | +11.2% | -17.4% | +28.6% | +13.2% |
| YTD | +22.0% | +0.7% | +21.3% | +21.3% |
| 1Y | +24.9% | -5.9% | +30.8% | +25.1% |
| 3Y | +78.5% | +18.9% | +59.6% | +69.7% |
| 5Y | +77.8% | -62.9% | +140.7% | +87.1% |
| 10Y | +231.1% | +32.5% | +198.6% | +173.6% |
| All | +298.0% | +46.5% | +251.6% | +226.3% |
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