+93.1%
JPM vs VIK
+236.8%
-143.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.1% | -2.2% |
| 7D | -0.4% | +3.6% | -4.0% | -1.4% |
| 30D | -1.1% | -16.7% | +15.6% | +4.0% |
| 3M | +14.1% | -1.1% | +15.2% | +13.8% |
| 6M | +23.3% | +27.8% | -4.5% | +12.1% |
| YTD | +11.3% | +23.3% | -12.1% | +2.2% |
| 1Y | +23.0% | +38.2% | -15.2% | +8.5% |
| All | +93.1% | +236.8% | -143.8% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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