-58.0%
JD price history and return analytics
+57.4%
-115.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -5.9% |
| 7D | +7.9% | +0.4% | +7.5% | +6.8% |
| 30D | +4.8% | -2.6% | +7.4% | +7.8% |
| 3M | -13.9% | -3.2% | -10.7% | -10.9% |
| 6M | -5.8% | +0.9% | -6.8% | -8.8% |
| YTD | +2.4% | +11.3% | -8.9% | -14.0% |
| 1Y | -7.5% | +14.0% | -21.5% | -25.2% |
| 3Y | +20.9% | +75.8% | -55.0% | -49.7% |
| 5Y | -58.0% | +57.8% | -115.9% | -78.9% |
| All | -58.0% | +57.4% | -115.4% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling