+290.9%
VTV vs JD
+48.3%
+242.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | +0.5% | -1.7% | +2.2% | +0.7% |
| 30D | +1.1% | -13.2% | +14.3% | +2.6% |
| 3M | +5.9% | -3.2% | +9.1% | +6.1% |
| 6M | +11.6% | +15.2% | -3.6% | +9.5% |
| YTD | +19.8% | +2.0% | +17.8% | +19.1% |
| 1Y | +26.2% | -5.4% | +31.6% | +26.3% |
| 3Y | +68.5% | -9.1% | +77.6% | +65.2% |
| 5Y | +79.9% | -59.6% | +139.5% | +86.7% |
| 10Y | +229.7% | +26.2% | +203.4% | +174.0% |
| All | +290.9% | +48.3% | +242.6% | +220.3% |
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