+16.4%
JD vs VTR
+100.2%
-83.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | -2.6% | -1.8% | -0.8% | -2.3% |
| 30D | -15.4% | +4.0% | -19.4% | -15.9% |
| 3M | -5.0% | +7.8% | -12.9% | -6.4% |
| 6M | +0.9% | +6.4% | -5.4% | -0.3% |
| YTD | -2.5% | +18.3% | -20.8% | -5.4% |
| 1Y | -16.0% | +33.9% | -50.0% | -20.3% |
| 3Y | -8.5% | +134.3% | -142.9% | -21.5% |
| 5Y | -61.8% | +90.3% | -152.0% | -66.5% |
| All | +16.4% | +100.2% | -83.8% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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