+585.7%
JPM vs VFC
-70.4%
+656.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | +0.1% |
| 7D | -2.3% | -3.3% | +0.9% | -1.5% |
| 30D | -2.3% | -14.0% | +11.7% | +1.7% |
| 3M | +14.9% | -22.6% | +37.4% | +21.9% |
| 6M | +23.6% | -24.7% | +48.3% | +31.4% |
| YTD | +11.3% | -29.0% | +40.2% | +19.8% |
| 1Y | +19.9% | -13.8% | +33.7% | +20.6% |
| 3Y | +162.6% | -28.2% | +190.8% | +140.4% |
| 5Y | +154.6% | -79.0% | +233.6% | +304.1% |
| All | +585.7% | -70.4% | +656.0% | +850.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling