+30.8%
JPM vs VG
-51.4%
+82.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.8% | -22.0% | +21.3% | +0.1% |
| 30D | +1.5% | -11.6% | +13.1% | +1.8% |
| 3M | -5.7% | -14.9% | +9.2% | -5.3% |
| 6M | +7.2% | -3.5% | +10.8% | +6.6% |
| YTD | +5.8% | +70.0% | -64.2% | -1.1% |
| 1Y | +8.8% | +50.0% | -41.2% | +2.6% |
| All | +30.8% | -51.4% | +82.1% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling