+1,224.2%
JPM vs VIG
+623.5%
+600.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.2% |
| 7D | +0.3% | -0.4% | +0.7% | +1.0% |
| 30D | -0.2% | -1.0% | +0.8% | +1.3% |
| 3M | +15.9% | +2.8% | +13.1% | +11.1% |
| 6M | +20.9% | +8.2% | +12.8% | +7.3% |
| YTD | +12.9% | +11.0% | +1.9% | -3.6% |
| 1Y | +20.3% | +16.1% | +4.2% | -4.1% |
| 3Y | +160.9% | +56.2% | +104.8% | +32.2% |
| 5Y | +154.8% | +63.0% | +91.8% | +19.1% |
| 10Y | +591.1% | +241.4% | +349.7% | -6.2% |
| All | +1,224.2% | +623.5% | +600.7% | -41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling