+585.7%
JPM vs VFC
-70.6%
+656.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.3% |
| 7D | -2.3% | -4.0% | +1.6% | -1.3% |
| 30D | -2.3% | -14.6% | +12.3% | +1.8% |
| 3M | +14.9% | -23.1% | +38.0% | +22.1% |
| 6M | +23.6% | -25.2% | +48.9% | +31.6% |
| YTD | +11.3% | -29.5% | +40.7% | +20.1% |
| 1Y | +19.9% | -14.4% | +34.3% | +20.8% |
| 3Y | +162.6% | -28.7% | +191.3% | +140.9% |
| 5Y | +154.6% | -79.1% | +233.8% | +304.8% |
| All | +585.7% | -70.6% | +656.3% | +852.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling