+1,515.6%
JPM vs VO
+833.6%
+681.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -1.1% |
| 7D | -2.5% | +0.2% | -2.7% | -2.8% |
| 30D | +2.7% | +2.0% | +0.7% | +0.2% |
| 3M | -4.7% | -0.3% | -4.4% | -4.5% |
| 6M | +15.6% | +7.3% | +8.3% | +5.8% |
| YTD | +8.6% | +15.0% | -6.4% | -8.6% |
| 1Y | +10.9% | +14.7% | -3.8% | -6.4% |
| 3Y | +149.9% | +67.3% | +82.6% | +32.1% |
| 5Y | +131.9% | +38.8% | +93.1% | +49.7% |
| 10Y | +481.0% | +201.6% | +279.4% | +36.7% |
| All | +1,515.6% | +833.6% | +681.9% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling