+590.9%
JPM vs VCLT
+17.1%
+573.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | -0.7% | -1.4% | +0.7% | -0.4% |
| 30D | -2.5% | -1.2% | -1.3% | -2.2% |
| 3M | +14.1% | -4.8% | +18.9% | +15.4% |
| 6M | +25.1% | -2.6% | +27.7% | +25.9% |
| YTD | +12.1% | -3.3% | +15.5% | +13.0% |
| 1Y | +18.8% | -4.8% | +23.6% | +20.1% |
| 3Y | +163.4% | +11.5% | +151.9% | +155.6% |
| 5Y | +156.5% | -17.0% | +173.5% | +162.3% |
| All | +590.9% | +17.1% | +573.8% | +679.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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