+52.4%
JD vs VTR
+100.7%
-48.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | -4.1% | +0.2% | -4.3% | -4.2% |
| 30D | +4.6% | +5.5% | -0.9% | +3.6% |
| 3M | -4.7% | -0.9% | -3.8% | -4.7% |
| 6M | -17.4% | -0.4% | -16.9% | -17.6% |
| YTD | +0.7% | +17.0% | -16.3% | -2.3% |
| 1Y | -5.9% | +18.0% | -23.8% | -8.8% |
| 3Y | +18.9% | +127.4% | -108.5% | +2.2% |
| 5Y | -62.9% | +92.3% | -155.2% | -67.6% |
| 10Y | +32.5% | +129.6% | -97.1% | +6.3% |
| All | +52.4% | +100.7% | -48.3% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling