+11,186.3%
JPM vs VFC
+845.1%
+10,341.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.9% |
| 7D | +0.3% | -1.6% | +1.9% | +0.9% |
| 30D | -0.2% | -11.6% | +11.5% | +4.8% |
| 3M | +15.9% | -18.1% | +34.0% | +23.5% |
| 6M | +20.9% | -27.4% | +48.3% | +34.0% |
| YTD | +12.9% | -24.8% | +37.7% | +22.7% |
| 1Y | +20.3% | -8.2% | +28.5% | +17.4% |
| 3Y | +160.9% | -29.1% | +190.1% | +126.0% |
| 5Y | +154.8% | -79.2% | +234.0% | +285.1% |
| 10Y | +591.1% | -68.1% | +659.2% | +678.6% |
| All | +11,186.3% | +845.1% | +10,341.1% | +2,119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded VFC 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling