+15.6%
JPM vs VO
+7.5%
+8.0%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.6% |
| 7D | -2.5% | +0.2% | -2.7% | -2.6% |
| 30D | +2.7% | +2.0% | +0.7% | +1.4% |
| 3M | -4.7% | -0.3% | -4.4% | -4.7% |
| 6M | +15.6% | +7.3% | +8.3% | +10.0% |
| All | +15.6% | +7.5% | +8.0% | +10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling