+154.6%
JPM vs VIG
+61.5%
+93.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | +0.2% |
| 7D | -2.3% | -2.2% | -0.1% | +0.2% |
| 30D | -2.3% | -3.2% | +0.9% | +1.4% |
| 3M | +14.9% | +3.0% | +11.8% | +11.0% |
| 6M | +23.6% | +8.1% | +15.5% | +13.1% |
| YTD | +11.3% | +9.1% | +2.2% | +0.9% |
| 1Y | +19.9% | +12.6% | +7.3% | +5.0% |
| 3Y | +162.6% | +55.4% | +107.2% | +62.5% |
| 5Y | +154.6% | +62.8% | +91.8% | +48.3% |
| All | +154.6% | +61.5% | +93.2% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling