+70.6%
VZ vs JD
+33.2%
+37.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | +2.4% | +5.2% | -2.8% | +2.2% |
| 30D | +11.2% | +4.5% | +6.7% | +11.0% |
| 3M | 0.0% | -15.4% | +15.4% | +0.5% |
| 6M | +1.3% | -6.0% | +7.3% | +1.4% |
| YTD | +21.3% | +2.2% | +19.1% | +21.0% |
| 1Y | +23.9% | -6.7% | +30.6% | +24.1% |
| 3Y | +57.7% | +20.5% | +37.2% | +54.7% |
| 5Y | +21.2% | -58.4% | +79.6% | +22.7% |
| All | +70.6% | +33.2% | +37.3% | +53.5% |
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