+1,198.2%
JPM vs VEA
+169.3%
+1,028.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.0% |
| 7D | -0.4% | +1.9% | -2.3% | -2.4% |
| 30D | -1.1% | +0.8% | -1.9% | -2.1% |
| 3M | +14.1% | +5.7% | +8.4% | +6.6% |
| 6M | +23.3% | +13.3% | +10.0% | +5.5% |
| YTD | +11.3% | +18.4% | -7.1% | -9.7% |
| 1Y | +23.0% | +27.0% | -4.0% | -7.9% |
| 3Y | +162.6% | +79.3% | +83.3% | +29.9% |
| 5Y | +152.8% | +62.1% | +90.6% | +39.4% |
| 10Y | +583.6% | +160.3% | +423.4% | +120.6% |
| All | +1,198.2% | +169.3% | +1,028.9% | +308.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling