-0.1%
VUG vs JD
-4.3%
+4.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.7% |
| 7D | -3.4% | +13.4% | -16.8% | -5.2% |
| 30D | -11.1% | +7.7% | -18.8% | -12.0% |
| 3M | -7.2% | -11.3% | +4.0% | -5.3% |
| 6M | -4.1% | -5.1% | +1.0% | -3.7% |
| YTD | +1.4% | +5.0% | -3.7% | -0.2% |
| All | -0.1% | -4.3% | +4.2% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling