+14.0%
JPM vs VFC
+37.3%
-23.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.3% | +0.4% |
| 7D | +3.5% | +1.6% | +1.9% | +3.2% |
| 30D | +3.3% | +25.5% | -22.2% | -0.7% |
| 3M | -4.2% | +41.3% | -45.5% | -9.7% |
| 6M | +16.4% | +22.2% | -5.8% | +11.8% |
| YTD | +9.5% | +16.4% | -6.9% | +6.5% |
| 1Y | +14.0% | +38.4% | -24.4% | +7.8% |
| All | +14.0% | +37.3% | -23.3% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling