+153.1%
JPM vs VRT
+388.8%
-235.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +1.4% |
| 7D | +3.5% | +10.5% | -7.0% | +2.4% |
| 30D | +3.3% | -9.3% | +12.6% | +3.7% |
| 3M | -4.2% | -29.6% | +25.4% | -1.4% |
| 6M | +16.4% | -45.4% | +61.8% | +22.4% |
| YTD | +9.5% | +24.8% | -15.3% | +2.9% |
| 1Y | +14.0% | +23.6% | -9.6% | +7.0% |
| 3Y | +153.1% | +379.7% | -226.6% | +95.6% |
| All | +153.1% | +388.8% | -235.7% | +95.6% |
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 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