+10,718.5%
JPM vs VFC
+1,367.6%
+9,350.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +1.2% | +3.5% | -2.3% | -0.1% |
| 30D | +2.7% | +38.3% | -35.5% | -10.2% |
| 3M | -4.5% | +40.2% | -44.6% | -17.3% |
| 6M | +14.3% | +10.6% | +3.7% | +6.9% |
| YTD | +8.2% | +16.7% | -8.5% | -2.2% |
| 1Y | +10.0% | +45.0% | -35.0% | -9.9% |
| 3Y | +149.0% | +48.8% | +100.2% | +59.9% |
| 5Y | +131.0% | -67.6% | +198.6% | +191.4% |
| 10Y | +479.1% | -47.5% | +526.6% | +427.1% |
| All | +10,718.5% | +1,367.6% | +9,350.9% | +1,669.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling