+137.2%
VXUS vs JD
+48.3%
+88.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.2% |
| 7D | +1.0% | -1.7% | +2.7% | +1.3% |
| 30D | +2.2% | -13.2% | +15.3% | +4.6% |
| 3M | +3.0% | -3.2% | +6.2% | +3.3% |
| 6M | +10.7% | +15.2% | -4.6% | +7.5% |
| YTD | +17.8% | +2.0% | +15.9% | +16.8% |
| 1Y | +27.6% | -5.4% | +33.0% | +27.8% |
| 3Y | +73.3% | -9.1% | +82.4% | +69.0% |
| 5Y | +54.3% | -59.6% | +113.9% | +63.9% |
| 10Y | +149.8% | +26.2% | +123.6% | +104.9% |
| All | +137.2% | +48.3% | +88.9% | +93.1% |
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