+1,087.9%
JPM vs VRSK
+586.4%
+501.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.7% | -5.2% | +4.5% | +1.4% |
| 30D | -2.5% | -2.3% | -0.1% | -1.8% |
| 3M | +14.1% | -2.9% | +17.1% | +14.1% |
| 6M | +25.1% | -12.8% | +37.9% | +29.7% |
| YTD | +12.1% | -20.8% | +32.9% | +20.4% |
| 1Y | +18.8% | -33.2% | +52.0% | +37.3% |
| 3Y | +163.4% | -26.6% | +190.0% | +183.5% |
| 5Y | +156.5% | -11.3% | +167.9% | +144.4% |
| 10Y | +595.1% | +126.1% | +469.0% | +292.3% |
| All | +1,087.9% | +586.4% | +501.5% | +271.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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