+590.9%
JPM vs VGT
+820.0%
-229.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.1% |
| 7D | -0.7% | -0.2% | -0.5% | -0.6% |
| 30D | -2.5% | -0.4% | -2.0% | -2.4% |
| 3M | +14.1% | +4.4% | +9.7% | +10.5% |
| 6M | +25.1% | +32.1% | -7.0% | +4.5% |
| YTD | +12.1% | +28.8% | -16.7% | -5.1% |
| 1Y | +18.8% | +35.3% | -16.5% | -2.7% |
| 3Y | +163.4% | +124.8% | +38.7% | +53.4% |
| 5Y | +156.5% | +137.9% | +18.6% | +39.6% |
| All | +590.9% | +820.0% | -229.2% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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