+135.3%
JPM vs VCIT
+3.7%
+131.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.1% |
| 7D | +3.5% | -1.4% | +4.9% | +4.1% |
| 30D | +3.3% | +0.6% | +2.7% | +3.0% |
| 3M | -4.2% | -2.2% | -2.0% | -3.3% |
| 6M | +16.4% | -2.3% | +18.7% | +17.5% |
| YTD | +9.5% | -2.2% | +11.7% | +10.5% |
| 1Y | +14.0% | -1.4% | +15.4% | +14.7% |
| 3Y | +153.1% | +18.7% | +134.3% | +134.5% |
| All | +135.3% | +3.7% | +131.6% | +99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling