+51.2%
JD vs VTRS
-55.1%
+106.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.6% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -16.0% | +1.9% | -17.9% | -16.5% |
| 3M | -3.2% | +5.1% | -8.2% | -4.9% |
| 6M | +6.1% | +20.1% | -14.0% | -0.1% |
| YTD | -0.1% | +36.6% | -36.7% | -9.6% |
| 1Y | -12.7% | +64.1% | -76.8% | -25.4% |
| 3Y | -6.3% | +86.4% | -92.7% | -24.1% |
| 5Y | -61.3% | +40.9% | -102.2% | -67.0% |
| 10Y | +17.6% | -48.7% | +66.4% | +19.6% |
| All | +51.2% | -55.1% | +106.3% | +44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling