+135.3%
JPM vs VCLT
-16.7%
+152.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +3.5% | -2.3% | +5.8% | +4.1% |
| 30D | +3.3% | +0.8% | +2.5% | +3.1% |
| 3M | -4.2% | -2.7% | -1.5% | -3.5% |
| 6M | +16.4% | -4.3% | +20.7% | +17.7% |
| YTD | +9.5% | -4.3% | +13.8% | +10.7% |
| 1Y | +14.0% | -4.4% | +18.4% | +15.3% |
| 3Y | +153.1% | +13.8% | +139.3% | +143.0% |
| All | +135.3% | -16.7% | +152.0% | +114.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling