+16.5%
JD vs VTRS
-48.4%
+64.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | -0.1% |
| 7D | -4.2% | -2.2% | -2.1% | -3.7% |
| 30D | -14.4% | +3.3% | -17.7% | -15.2% |
| 3M | -3.6% | +2.0% | -5.5% | -4.4% |
| 6M | -0.3% | +19.9% | -20.2% | -5.9% |
| YTD | -2.4% | +35.7% | -38.1% | -11.3% |
| 1Y | -18.5% | +68.1% | -86.6% | -30.5% |
| 3Y | -7.0% | +87.1% | -94.1% | -24.4% |
| 5Y | -61.7% | +47.6% | -109.3% | -67.7% |
| All | +16.5% | -48.4% | +64.9% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 10y: compounded portfolio wealth divided by compounded VTRS 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…
10y analysis · Full analysis span regression · 6 months rolling