+117.5%
VXUS vs JD
+52.8%
+64.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | -1.8% | +13.4% | -15.1% | -3.9% |
| 30D | -4.6% | +7.7% | -12.3% | -5.8% |
| 3M | -6.1% | -11.3% | +5.2% | -4.4% |
| 6M | -4.9% | -5.1% | +0.3% | -4.5% |
| YTD | +8.1% | +5.0% | +3.0% | +6.5% |
| 1Y | +12.1% | -5.6% | +17.7% | +12.4% |
| 3Y | +63.9% | +17.8% | +46.1% | +52.9% |
| 5Y | +43.1% | -57.2% | +100.3% | +50.6% |
| 10Y | +139.2% | +34.8% | +104.4% | +94.1% |
| All | +117.5% | +52.8% | +64.8% | +76.0% |
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