+155.3%
JPM vs VRT
+900.3%
-745.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.5% |
| 7D | +0.3% | +9.1% | -8.8% | -0.8% |
| 30D | -0.2% | +0.9% | -1.1% | -0.4% |
| 3M | +15.9% | -13.4% | +29.3% | +16.9% |
| 6M | +20.9% | +11.7% | +9.3% | +17.4% |
| YTD | +12.9% | +73.2% | -60.3% | +2.6% |
| 1Y | +20.3% | +123.4% | -103.1% | +4.8% |
| 3Y | +160.9% | +606.2% | -445.2% | +83.7% |
| All | +155.3% | +900.3% | -745.0% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling