+481.0%
JPM vs VCIT
+30.9%
+450.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.5% | -0.5% | -2.0% | -2.3% |
| 30D | +2.7% | +1.5% | +1.3% | +2.1% |
| 3M | -4.7% | -1.0% | -3.7% | -4.3% |
| 6M | +15.6% | -1.7% | +17.2% | +16.3% |
| YTD | +8.6% | -1.4% | +10.0% | +9.2% |
| 1Y | +10.9% | -0.9% | +11.8% | +11.3% |
| 3Y | +149.9% | +19.8% | +130.1% | +132.1% |
| 5Y | +131.9% | +4.6% | +127.3% | +123.2% |
| 10Y | +481.0% | +31.5% | +449.5% | +632.2% |
| All | +481.0% | +30.9% | +450.1% | +632.2% |
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