+1,083.6%
JPM vs VCIT
+96.4%
+987.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +1.5% | +1.9% | -0.4% | +1.5% |
| 3M | -5.7% | -1.4% | -4.2% | -5.7% |
| 6M | +7.2% | -2.1% | +9.4% | +7.2% |
| YTD | +5.8% | -1.6% | +7.4% | +5.8% |
| 1Y | +8.8% | -0.9% | +9.7% | +8.8% |
| 3Y | +147.4% | +20.0% | +127.4% | +149.5% |
| 5Y | +125.3% | +3.1% | +122.2% | +116.6% |
| 10Y | +540.5% | +28.7% | +511.8% | +620.8% |
| All | +1,083.6% | +96.4% | +987.2% | +2,036.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling