+84.5%
VTR vs JBL
+409.3%
-324.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.0% | -5.5% | -1.0% |
| 7D | -0.3% | +2.4% | -2.7% | -0.6% |
| 30D | +1.1% | -13.1% | +14.2% | +2.4% |
| 3M | +7.9% | -15.6% | +23.5% | +9.5% |
| 6M | +6.2% | +24.6% | -18.4% | +1.5% |
| YTD | +17.7% | +39.6% | -21.9% | +10.5% |
| 1Y | +32.9% | +48.6% | -15.7% | +23.1% |
| 3Y | +129.7% | +197.3% | -67.6% | +79.5% |
| All | +84.5% | +409.3% | -324.8% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling