+590.9%
JPM vs VIVK
-100.0%
+690.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.4% | +8.1% | +0.8% |
| 7D | -0.7% | -4.4% | +3.7% | -0.6% |
| 30D | -2.5% | -40.8% | +38.4% | -2.1% |
| 3M | +14.1% | -94.1% | +108.3% | +15.7% |
| 6M | +25.1% | -98.2% | +123.3% | +27.3% |
| YTD | +12.1% | -98.0% | +110.1% | +13.5% |
| 1Y | +18.8% | -100.0% | +118.8% | +23.2% |
| 3Y | +163.4% | -100.0% | +263.4% | +171.9% |
| 5Y | +156.5% | -100.0% | +256.5% | +165.1% |
| All | +590.9% | -100.0% | +690.8% | +587.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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