+409.7%
VUG vs JD
+18.8%
+390.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | 0.0% |
| 7D | +0.9% | -0.8% | +1.6% | +1.0% |
| 30D | -1.4% | -16.0% | +14.6% | +1.8% |
| 3M | +2.3% | -3.2% | +5.5% | +2.7% |
| 6M | +15.7% | +6.1% | +9.6% | +13.8% |
| YTD | +8.6% | -0.1% | +8.7% | +7.9% |
| 1Y | +14.1% | -12.7% | +26.8% | +16.1% |
| 3Y | +87.9% | -6.3% | +94.2% | +80.4% |
| 5Y | +76.3% | -61.3% | +137.7% | +93.1% |
| 10Y | +409.7% | +17.6% | +392.0% | +299.6% |
| All | +409.7% | +18.8% | +390.9% | +299.6% |
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