+1,091.6%
JPM vs VEU
+190.9%
+900.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.0% |
| 7D | -0.4% | +1.7% | -2.1% | -2.2% |
| 30D | -1.1% | +1.0% | -2.1% | -2.3% |
| 3M | +14.1% | +5.6% | +8.5% | +6.8% |
| 6M | +23.3% | +13.7% | +9.6% | +5.2% |
| YTD | +11.3% | +17.7% | -6.4% | -9.0% |
| 1Y | +23.0% | +25.8% | -2.8% | -6.7% |
| 3Y | +162.6% | +77.1% | +85.4% | +32.6% |
| 5Y | +152.8% | +57.1% | +95.6% | +45.5% |
| 10Y | +583.6% | +149.8% | +433.8% | +132.8% |
| All | +1,091.6% | +190.9% | +900.7% | +241.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling