+590.9%
JPM vs VO
+200.3%
+390.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | 0.0% |
| 7D | -0.7% | -1.5% | +0.8% | +0.9% |
| 30D | -2.5% | -3.0% | +0.6% | +0.6% |
| 3M | +14.1% | +2.8% | +11.3% | +10.8% |
| 6M | +25.1% | +10.9% | +14.2% | +12.3% |
| YTD | +12.1% | +12.5% | -0.3% | -0.7% |
| 1Y | +18.8% | +12.0% | +6.8% | +5.6% |
| 3Y | +163.4% | +56.3% | +107.1% | +66.1% |
| 5Y | +156.5% | +42.9% | +113.6% | +75.1% |
| All | +590.9% | +200.3% | +390.6% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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