+590.9%
JPM vs VIAV
+419.4%
+171.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.9% | -0.1% |
| 7D | -0.7% | +11.2% | -11.8% | -3.4% |
| 30D | -2.5% | -10.1% | +7.7% | -0.6% |
| 3M | +14.1% | -22.9% | +37.0% | +18.9% |
| 6M | +25.1% | +28.8% | -3.7% | +10.0% |
| YTD | +12.1% | +117.5% | -105.3% | -17.6% |
| 1Y | +18.8% | +216.1% | -197.3% | -23.6% |
| 3Y | +163.4% | +292.2% | -128.8% | +50.8% |
| 5Y | +156.5% | +141.0% | +15.6% | +71.7% |
| All | +590.9% | +419.4% | +171.4% | +254.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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