+268.6%
JPM vs VRT
+2,012.3%
-1,743.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.4% |
| 7D | +1.6% | +18.6% | -17.0% | -1.3% |
| 30D | +3.4% | -11.7% | +15.1% | +4.6% |
| 3M | -5.7% | -27.3% | +21.6% | -1.8% |
| 6M | +13.5% | -42.9% | +56.4% | +21.7% |
| YTD | +8.4% | +29.5% | -21.0% | -1.6% |
| 1Y | +9.1% | +21.0% | -12.0% | -0.1% |
| 3Y | +149.5% | +403.1% | -253.6% | +56.5% |
| 5Y | +132.6% | +688.8% | -556.2% | +22.8% |
| All | +268.6% | +2,012.3% | -1,743.7% | +37.8% |
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