+20.5%
JD vs VTR
+131.8%
-111.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.4% |
| 7D | +5.2% | +3.8% | +1.4% | +4.4% |
| 30D | +4.5% | +10.1% | -5.6% | +2.5% |
| 3M | -15.4% | -1.2% | -14.3% | -15.2% |
| 6M | -6.0% | +4.8% | -10.8% | -7.2% |
| YTD | +2.2% | +18.9% | -16.7% | -2.1% |
| 1Y | -6.7% | +21.8% | -28.5% | -11.1% |
| 3Y | +20.5% | +132.0% | -111.4% | -18.7% |
| All | +20.5% | +131.8% | -111.3% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling