+54.3%
JD vs VTR
+102.5%
-48.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.2% |
| 7D | -1.7% | -1.7% | 0.0% | -1.4% |
| 30D | -13.2% | -2.4% | -10.7% | -12.8% |
| 3M | -3.2% | +14.8% | -18.0% | -5.6% |
| 6M | +15.2% | +5.3% | +9.9% | +13.9% |
| YTD | +2.0% | +18.1% | -16.1% | -1.1% |
| 1Y | -5.4% | +36.7% | -42.1% | -10.7% |
| 3Y | -9.1% | +130.1% | -139.2% | -22.0% |
| 5Y | -59.6% | +89.5% | -149.1% | -64.7% |
| 10Y | +26.2% | +87.4% | -61.1% | +5.3% |
| All | +54.3% | +102.5% | -48.2% | +20.5% |
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