+585.7%
JPM vs VIG
+247.5%
+338.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | +0.2% |
| 7D | -2.3% | -2.2% | -0.1% | +0.4% |
| 30D | -2.3% | -3.2% | +0.9% | +1.6% |
| 3M | +14.9% | +3.0% | +11.8% | +10.8% |
| 6M | +23.6% | +8.1% | +15.5% | +12.4% |
| YTD | +11.3% | +9.1% | +2.2% | +0.3% |
| 1Y | +19.9% | +12.6% | +7.3% | +4.1% |
| 3Y | +162.6% | +55.4% | +107.2% | +55.0% |
| 5Y | +154.6% | +62.8% | +91.8% | +41.8% |
| All | +585.7% | +247.5% | +338.1% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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