+465.0%
JPM vs VFC
-48.6%
+513.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.3% | +0.1% |
| 7D | +3.5% | +1.6% | +1.9% | +3.0% |
| 30D | +3.3% | +25.5% | -22.2% | -3.0% |
| 3M | -4.2% | +41.3% | -45.5% | -13.1% |
| 6M | +16.4% | +22.2% | -5.8% | +8.5% |
| YTD | +9.5% | +16.4% | -6.9% | +2.8% |
| 1Y | +14.0% | +38.4% | -24.4% | +1.5% |
| 3Y | +153.1% | +56.2% | +96.9% | +84.1% |
| 5Y | +134.9% | -68.2% | +203.0% | +240.7% |
| All | +465.0% | -48.6% | +513.6% | +600.2% |
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