+34.0%
JPM vs VG
-44.1%
+78.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | -0.3% |
| 7D | +1.6% | +15.1% | -13.5% | +1.1% |
| 30D | +3.4% | -4.2% | +7.6% | +3.5% |
| 3M | -5.7% | -3.1% | -2.6% | -5.7% |
| 6M | +13.5% | +0.3% | +13.2% | +12.9% |
| YTD | +8.4% | +95.5% | -87.0% | +0.9% |
| 1Y | +9.1% | +64.4% | -55.4% | +2.8% |
| All | +34.0% | -44.1% | +78.1% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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