+154.6%
JPM vs VTR
+90.0%
+64.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | -2.3% | -1.8% | -0.5% | -1.9% |
| 30D | -2.3% | +4.0% | -6.3% | -3.3% |
| 3M | +14.9% | +7.8% | +7.0% | +12.2% |
| 6M | +23.6% | +6.4% | +17.3% | +21.0% |
| YTD | +11.3% | +18.3% | -7.0% | +5.6% |
| 1Y | +19.9% | +33.9% | -14.1% | +9.6% |
| 3Y | +162.6% | +134.3% | +28.3% | +99.2% |
| 5Y | +154.6% | +90.3% | +64.4% | +102.7% |
| All | +154.6% | +90.0% | +64.6% | +102.7% |
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