+1,465.5%
VTR vs JBL
+5,851.0%
-4,385.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -2.9% | +4.0% | -6.9% | -3.6% |
| 30D | -2.8% | -7.5% | +4.7% | -1.7% |
| 3M | +9.0% | -14.1% | +23.1% | +11.0% |
| 6M | +5.0% | +25.9% | -20.9% | -1.2% |
| YTD | +16.9% | +36.7% | -19.7% | +8.0% |
| 1Y | +34.3% | +49.0% | -14.7% | +21.3% |
| 3Y | +131.6% | +191.8% | -60.2% | +77.6% |
| 5Y | +88.0% | +409.8% | -321.8% | +27.5% |
| 10Y | +97.8% | +1,509.2% | -1,411.4% | +8.4% |
| All | +1,465.5% | +5,851.0% | -4,385.5% | +493.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling