+1,185.2%
JPM vs VIVK
-100.0%
+1,285.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.3% | +6.7% | +0.3% |
| 7D | -0.4% | -7.9% | +7.5% | -0.4% |
| 30D | -1.4% | -42.0% | +40.5% | -1.3% |
| 3M | +13.9% | -92.5% | +106.4% | +14.2% |
| 6M | +23.5% | -98.0% | +121.5% | +24.0% |
| YTD | +11.6% | -97.9% | +109.6% | +11.9% |
| 1Y | +21.4% | -100.0% | +121.3% | +22.2% |
| 3Y | +163.4% | -100.0% | +263.4% | +165.0% |
| 5Y | +152.5% | -100.0% | +252.5% | +154.1% |
| 10Y | +592.1% | -100.0% | +692.1% | +591.0% |
| All | +1,185.2% | -100.0% | +1,285.2% | +1,149.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling