+64.4%
JPEF vs VOO
+73.4%
-9.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | +0.3% | -0.4% | +0.7% | +0.7% |
| 30D | -2.2% | -1.4% | -0.8% | -0.9% |
| 3M | +2.7% | +3.7% | -1.1% | -1.0% |
| 6M | +7.9% | +13.0% | -5.1% | -4.4% |
| YTD | +8.2% | +12.4% | -4.2% | -3.6% |
| 1Y | +11.2% | +18.6% | -7.4% | -6.1% |
| 3Y | +68.1% | +78.1% | -10.0% | -6.4% |
| All | +64.4% | +73.4% | -9.0% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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