+590.9%
JPM vs VEU
+155.0%
+435.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | -0.3% |
| 7D | -0.7% | -1.4% | +0.8% | +0.8% |
| 30D | -2.5% | -0.4% | -2.0% | -2.1% |
| 3M | +14.1% | +2.5% | +11.6% | +10.8% |
| 6M | +25.1% | +11.1% | +13.9% | +10.7% |
| YTD | +12.1% | +16.5% | -4.4% | -5.9% |
| 1Y | +18.8% | +22.9% | -4.1% | -5.9% |
| 3Y | +163.4% | +73.4% | +90.0% | +41.2% |
| 5Y | +156.5% | +56.1% | +100.4% | +55.0% |
| All | +590.9% | +155.0% | +435.9% | +159.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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