+465.0%
JPM vs VSH
+115.4%
+349.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | +2.2% |
| 7D | +3.5% | +14.3% | -10.8% | -0.9% |
| 30D | +3.3% | -7.9% | +11.1% | +4.1% |
| 3M | -4.2% | -19.9% | +15.7% | -0.6% |
| 6M | +16.4% | -30.5% | +46.9% | +19.1% |
| YTD | +9.5% | +85.7% | -76.2% | -23.8% |
| 1Y | +14.0% | +98.9% | -84.9% | -23.0% |
| 3Y | +153.1% | +32.1% | +121.0% | +85.6% |
| 5Y | +134.9% | +39.7% | +95.2% | +61.0% |
| All | +465.0% | +115.4% | +349.6% | +193.4% |
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