+1,217.3%
JPM vs VOO
+800.4%
+416.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | +3.5% | +2.6% | +0.9% | +0.5% |
| 30D | +3.3% | -2.0% | +5.2% | +5.6% |
| 3M | -4.2% | -2.8% | -1.4% | -1.2% |
| 6M | +16.4% | +2.2% | +14.2% | +12.9% |
| YTD | +9.5% | +11.5% | -2.0% | -4.2% |
| 1Y | +14.0% | +13.5% | +0.5% | -2.3% |
| 3Y | +153.1% | +78.1% | +75.0% | +26.2% |
| 5Y | +134.9% | +73.1% | +61.7% | +19.3% |
| 10Y | +485.7% | +310.7% | +175.0% | -4.5% |
| All | +1,217.3% | +800.4% | +416.9% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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