+1,528.8%
JPM vs VO
+825.6%
+703.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.5% | +3.1% | +0.4% | -0.3% |
| 30D | +3.3% | +2.2% | +1.1% | +0.6% |
| 3M | -4.2% | -2.5% | -1.7% | -1.3% |
| 6M | +16.4% | +7.0% | +9.4% | +7.0% |
| YTD | +9.5% | +14.0% | -4.5% | -6.9% |
| 1Y | +14.0% | +15.6% | -1.6% | -4.7% |
| 3Y | +153.1% | +66.2% | +86.9% | +34.9% |
| 5Y | +134.9% | +36.6% | +98.3% | +54.6% |
| 10Y | +485.7% | +199.0% | +286.8% | +39.3% |
| All | +1,528.8% | +825.6% | +703.1% | +9.7% |
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