+590.9%
JPM vs VEA
+165.0%
+425.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | -0.3% |
| 7D | -0.7% | -1.5% | +0.8% | +0.8% |
| 30D | -2.5% | -0.8% | -1.6% | -1.7% |
| 3M | +14.1% | +2.5% | +11.7% | +10.8% |
| 6M | +25.1% | +11.1% | +14.0% | +10.5% |
| YTD | +12.1% | +17.2% | -5.0% | -6.7% |
| 1Y | +18.8% | +24.5% | -5.7% | -7.5% |
| 3Y | +163.4% | +75.4% | +88.0% | +38.1% |
| 5Y | +156.5% | +61.1% | +95.5% | +48.4% |
| All | +590.9% | +165.0% | +425.8% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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