+10.9%
JPM vs VCIT
-1.2%
+12.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.5% | -0.5% | -2.0% | -1.9% |
| 30D | +2.7% | +1.0% | +1.7% | +1.4% |
| 3M | -4.7% | -1.4% | -3.3% | -3.2% |
| 6M | +15.6% | -2.1% | +17.6% | +18.1% |
| YTD | +8.6% | -1.8% | +10.4% | +9.5% |
| 1Y | +10.9% | -1.4% | +12.3% | +9.9% |
| All | +10.9% | -1.2% | +12.1% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling