+2,377.4%
JPM vs VTR
+1,492.6%
+884.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -0.4% | -2.4% | +2.0% | +0.5% |
| 30D | -1.1% | -3.7% | +2.6% | +0.1% |
| 3M | +14.1% | +13.5% | +0.6% | +8.5% |
| 6M | +23.3% | +7.2% | +16.1% | +19.3% |
| YTD | +11.3% | +17.6% | -6.3% | +4.0% |
| 1Y | +23.0% | +35.4% | -12.4% | +8.9% |
| 3Y | +162.6% | +132.8% | +29.7% | +87.2% |
| 5Y | +152.8% | +88.7% | +64.1% | +90.7% |
| 10Y | +583.6% | +87.6% | +496.0% | +359.2% |
| All | +2,377.4% | +1,492.6% | +884.7% | +913.6% |
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