+154.6%
JPM vs VEA
+57.9%
+96.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.6% |
| 7D | -2.3% | -2.1% | -0.3% | -0.8% |
| 30D | -2.3% | -1.1% | -1.3% | -1.6% |
| 3M | +14.9% | +5.1% | +9.8% | +10.0% |
| 6M | +23.6% | +9.8% | +13.9% | +13.6% |
| YTD | +11.3% | +15.9% | -4.6% | -2.6% |
| 1Y | +19.9% | +24.6% | -4.7% | -1.3% |
| 3Y | +162.6% | +75.5% | +87.1% | +58.4% |
| 5Y | +154.6% | +59.4% | +95.2% | +69.2% |
| All | +154.6% | +57.9% | +96.7% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling