+156.2%
JPM vs VLTO
+56.1%
+100.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.4% | +2.1% |
| 7D | +0.4% | +2.0% | -1.6% | 0.0% |
| 30D | +2.7% | +21.8% | -19.1% | -2.3% |
| 3M | -3.8% | +20.2% | -24.1% | -8.3% |
| 6M | +14.3% | +36.3% | -22.0% | +5.0% |
| YTD | +8.2% | +18.8% | -10.6% | +3.3% |
| 1Y | +11.0% | +20.4% | -9.4% | +5.4% |
| 3Y | +152.7% | +71.9% | +80.7% | +126.9% |
| All | +156.2% | +56.1% | +100.1% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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