+459.5%
JPM vs VO
+197.6%
+261.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.7% |
| 7D | +1.6% | +2.9% | -1.3% | -1.4% |
| 30D | +3.4% | +1.0% | +2.4% | +2.4% |
| 3M | -5.7% | -1.7% | -3.9% | -4.0% |
| 6M | +13.5% | +6.7% | +6.8% | +6.0% |
| YTD | +8.4% | +14.0% | -5.5% | -5.3% |
| 1Y | +9.1% | +13.7% | -4.6% | -4.5% |
| 3Y | +149.5% | +65.8% | +83.7% | +48.2% |
| 5Y | +132.6% | +36.6% | +96.0% | +67.5% |
| All | +459.5% | +197.6% | +261.9% | +77.5% |
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