+92.3%
VZ vs JD
+48.3%
+44.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.0% |
| 7D | +0.1% | -1.7% | +1.7% | +0.1% |
| 30D | +7.9% | -13.2% | +21.1% | +8.4% |
| 3M | +13.6% | -3.2% | +16.8% | +13.7% |
| 6M | +1.1% | +15.2% | -14.1% | +0.5% |
| YTD | +29.3% | +2.0% | +27.3% | +29.0% |
| 1Y | +21.2% | -5.4% | +26.6% | +21.2% |
| 3Y | +75.9% | -9.1% | +85.0% | +74.4% |
| 5Y | +24.1% | -59.6% | +83.7% | +25.5% |
| 10Y | +62.4% | +26.2% | +36.2% | +51.4% |
| All | +92.3% | +48.3% | +44.1% | +79.3% |
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 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