+267.8%
JPM vs VRT
+1,919.9%
-1,652.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.6% | -7.4% | +0.7% |
| 7D | +0.4% | -10.6% | +11.0% | +1.8% |
| 30D | +2.7% | -17.4% | +20.2% | +5.1% |
| 3M | -3.8% | -26.4% | +22.5% | -0.1% |
| 6M | +14.3% | -41.0% | +55.3% | +21.7% |
| YTD | +8.2% | +23.8% | -15.6% | -1.0% |
| 1Y | +11.0% | +11.6% | -0.6% | +3.1% |
| 3Y | +152.7% | +403.5% | -250.8% | +58.1% |
| 5Y | +130.8% | +647.0% | -516.2% | +23.3% |
| All | +267.8% | +1,919.9% | -1,652.1% | +38.6% |
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