-4.9%
JD vs VTR
+132.6%
-137.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -2.0% |
| 7D | -0.8% | -2.4% | +1.6% | -0.3% |
| 30D | -16.0% | -3.7% | -12.3% | -15.3% |
| 3M | -3.2% | +13.5% | -16.7% | -6.6% |
| 6M | +6.1% | +7.2% | -1.1% | +3.9% |
| YTD | -0.1% | +17.6% | -17.7% | -4.4% |
| 1Y | -12.7% | +35.4% | -48.1% | -19.9% |
| All | -4.9% | +132.6% | -137.5% | -34.4% |
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