-61.6%
JD vs VTR
+88.4%
-150.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -1.9% | -2.3% |
| 7D | -3.0% | -2.9% | -0.1% | -2.1% |
| 30D | -19.3% | -2.8% | -16.5% | -18.7% |
| 3M | -6.0% | +9.0% | -15.0% | -9.1% |
| 6M | +1.8% | +5.0% | -3.2% | -0.3% |
| YTD | -2.6% | +16.9% | -19.5% | -8.1% |
| 1Y | -17.4% | +34.3% | -51.7% | -26.0% |
| 3Y | -8.6% | +131.6% | -140.2% | -35.5% |
| 5Y | -61.6% | +88.0% | -149.6% | -72.6% |
| All | -61.6% | +88.4% | -150.0% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling