+152.5%
JPM vs VNQ
+7.0%
+145.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.4% |
| 7D | -0.7% | -1.3% | +0.6% | 0.0% |
| 30D | -2.5% | -2.6% | +0.1% | -1.1% |
| 3M | +14.1% | -2.0% | +16.2% | +15.2% |
| 6M | +25.1% | +4.3% | +20.8% | +21.8% |
| YTD | +12.1% | +9.2% | +2.9% | +6.4% |
| 1Y | +18.8% | +5.6% | +13.2% | +14.8% |
| 3Y | +163.4% | +30.8% | +132.6% | +122.7% |
| All | +152.5% | +7.0% | +145.5% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 5y: compounded portfolio wealth divided by compounded VNQ 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…
5y analysis · Full analysis span regression · 6 months rolling