+1,162.8%
JPM vs VCLT
+103.4%
+1,059.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -0.9% |
| 7D | +0.3% | -0.5% | +0.8% | +0.3% |
| 30D | -0.2% | -0.9% | +0.7% | -0.2% |
| 3M | +15.9% | -3.2% | +19.1% | +15.7% |
| 6M | +20.9% | -3.8% | +24.8% | +20.7% |
| YTD | +12.9% | -2.0% | +14.9% | +12.8% |
| 1Y | +20.3% | -0.8% | +21.1% | +20.3% |
| 3Y | +160.9% | +12.3% | +148.7% | +163.0% |
| 5Y | +154.8% | -15.4% | +170.2% | +142.6% |
| 10Y | +591.1% | +15.7% | +575.4% | +655.6% |
| All | +1,162.8% | +103.4% | +1,059.4% | +2,081.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling