+147.4%
JPM vs VRT
+352.9%
-205.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.2% |
| 7D | -0.8% | -21.4% | +20.6% | +1.5% |
| 30D | +1.5% | -25.8% | +27.3% | +4.2% |
| 3M | -5.7% | -33.5% | +27.9% | -2.3% |
| 6M | +7.2% | -49.0% | +56.3% | +13.5% |
| YTD | +5.8% | +12.9% | -7.1% | +0.5% |
| 1Y | +8.8% | 0.0% | +8.8% | +4.7% |
| 3Y | +147.4% | +361.8% | -214.4% | +90.4% |
| All | +147.4% | +352.9% | -205.5% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling