+279.5%
JPM vs VRT
+2,548.2%
-2,268.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.6% | +9.9% | +2.0% |
| 7D | -0.4% | +2.4% | -2.8% | -1.0% |
| 30D | -1.4% | -2.7% | +1.3% | -1.3% |
| 3M | +13.9% | -9.2% | +23.1% | +14.2% |
| 6M | +23.5% | -0.5% | +24.0% | +20.8% |
| YTD | +11.6% | +62.3% | -50.7% | -1.4% |
| 1Y | +21.4% | +109.6% | -88.2% | +1.0% |
| 3Y | +163.4% | +573.1% | -409.6% | +57.6% |
| 5Y | +152.5% | +953.6% | -801.1% | +26.2% |
| All | +279.5% | +2,548.2% | -2,268.7% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 10y: compounded portfolio wealth divided by compounded VRT 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…
10y analysis · Full analysis span regression · 6 months rolling