+129.7%
VTR vs JBL
+195.4%
-65.8%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.0% | -5.5% | -0.6% |
| 7D | -0.3% | +2.4% | -2.7% | -0.4% |
| 30D | +1.1% | -13.1% | +14.2% | +1.5% |
| 3M | +7.9% | -15.6% | +23.5% | +8.6% |
| 6M | +6.2% | +24.6% | -18.4% | +3.8% |
| YTD | +17.7% | +39.6% | -21.9% | +14.1% |
| 1Y | +32.9% | +48.6% | -15.7% | +28.0% |
| 3Y | +129.7% | +197.3% | -67.6% | +100.7% |
| All | +129.7% | +195.4% | -65.8% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 3y: compounded portfolio wealth divided by compounded JBL 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…
3y analysis · Full analysis span regression · 6 months rolling