+19.9%
JPM vs VO
+12.4%
+7.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.5% |
| 7D | -2.3% | -2.5% | +0.1% | 0.0% |
| 30D | -2.3% | -3.2% | +0.9% | +0.6% |
| 3M | +14.9% | +3.9% | +11.0% | +10.4% |
| 6M | +23.6% | +9.6% | +14.0% | +12.2% |
| YTD | +11.3% | +11.6% | -0.3% | -0.4% |
| 1Y | +19.9% | +12.6% | +7.3% | +7.0% |
| All | +19.9% | +12.4% | +7.5% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling