+479.1%
JPM vs VCIT
+30.3%
+448.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +2.7% | +1.1% | +1.6% | +2.3% |
| 3M | -4.5% | -1.4% | -3.1% | -3.9% |
| 6M | +14.3% | -2.3% | +16.6% | +15.4% |
| YTD | +8.2% | -1.8% | +10.0% | +9.0% |
| 1Y | +10.0% | -1.0% | +11.0% | +10.5% |
| 3Y | +149.0% | +19.3% | +129.7% | +131.7% |
| 5Y | +131.0% | +3.8% | +127.2% | +123.0% |
| 10Y | +479.1% | +30.6% | +448.5% | +625.8% |
| All | +479.1% | +30.3% | +448.8% | +625.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling