+10.0%
JPM vs VG
+35.0%
-25.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | +1.2% | -7.7% | +8.9% | +1.0% |
| 30D | +2.7% | -8.8% | +11.5% | +2.5% |
| 3M | -4.5% | -15.6% | +11.2% | -4.7% |
| 6M | +14.3% | +5.2% | +9.1% | +14.3% |
| YTD | +8.2% | +76.9% | -68.7% | +2.7% |
| 1Y | +10.0% | +42.5% | -32.5% | +7.2% |
| All | +10.0% | +35.0% | -25.0% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling