+131.0%
JPM vs VO
+36.5%
+94.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.2% | -0.2% | +1.4% | +1.4% |
| 30D | +2.7% | +0.5% | +2.3% | +2.3% |
| 3M | -4.5% | -1.1% | -3.3% | -3.5% |
| 6M | +14.3% | +6.4% | +7.9% | +8.2% |
| YTD | +8.2% | +13.5% | -5.3% | -3.2% |
| 1Y | +10.0% | +13.6% | -3.6% | -1.5% |
| 3Y | +149.0% | +65.2% | +83.7% | +64.6% |
| 5Y | +131.0% | +37.7% | +93.3% | +69.8% |
| All | +131.0% | +36.5% | +94.5% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling