+162.3%
JPM vs VEU
+74.2%
+88.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.8% |
| 7D | -0.4% | +0.3% | -0.7% | -0.6% |
| 30D | -1.4% | +0.7% | -2.1% | -1.9% |
| 3M | +13.9% | +4.7% | +9.3% | +10.2% |
| 6M | +23.5% | +11.6% | +11.9% | +13.7% |
| YTD | +11.6% | +16.8% | -5.2% | -0.8% |
| 1Y | +21.4% | +24.9% | -3.5% | +2.7% |
| All | +162.3% | +74.2% | +88.1% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling