+590.9%
JPM vs VSH
+196.4%
+394.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.1% | -5.4% | -1.1% |
| 7D | -0.7% | +4.8% | -5.4% | -2.1% |
| 30D | -2.5% | -0.7% | -1.8% | -2.7% |
| 3M | +14.1% | -43.1% | +57.2% | +31.7% |
| 6M | +25.1% | +91.8% | -66.7% | -9.5% |
| YTD | +12.1% | +131.6% | -119.5% | -25.2% |
| 1Y | +18.8% | +118.1% | -99.3% | -19.9% |
| 3Y | +163.4% | +40.9% | +122.5% | +98.5% |
| 5Y | +156.5% | +75.8% | +80.8% | +67.7% |
| All | +590.9% | +196.4% | +394.4% | +220.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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