+147.1%
VXUS vs JD
+31.1%
+116.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.6% | +1.2% |
| 7D | -0.5% | +0.4% | -1.0% | -0.7% |
| 30D | -1.2% | +4.2% | -5.4% | -2.0% |
| 3M | -3.8% | -12.8% | +8.9% | -1.7% |
| 6M | -1.7% | -8.8% | +7.1% | -0.6% |
| YTD | +11.4% | +0.5% | +10.9% | +10.6% |
| 1Y | +13.3% | -8.8% | +22.1% | +14.3% |
| 3Y | +70.0% | +18.6% | +51.4% | +57.8% |
| 5Y | +48.1% | -62.2% | +110.3% | +60.6% |
| 10Y | +147.1% | +32.2% | +114.8% | +100.6% |
| All | +147.1% | +31.1% | +116.0% | +100.6% |
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