+594.5%
JPM vs VCIT
+28.6%
+565.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | -0.2% | -0.8% | +0.6% | +0.1% |
| 3M | +15.9% | -1.0% | +16.9% | +16.3% |
| 6M | +20.9% | -1.8% | +22.8% | +21.8% |
| YTD | +12.9% | -0.7% | +13.6% | +13.2% |
| 1Y | +20.3% | +1.0% | +19.3% | +19.9% |
| 3Y | +160.9% | +18.8% | +142.1% | +144.2% |
| 5Y | +154.8% | +3.5% | +151.4% | +145.8% |
| All | +594.5% | +28.6% | +565.9% | +748.2% |
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