+151.7%
JPM vs VSH
+66.1%
+85.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | -0.4% | +6.2% | -6.6% | -1.6% |
| 30D | -1.1% | -11.1% | +10.0% | +0.9% |
| 3M | +14.1% | -44.9% | +59.1% | +25.8% |
| 6M | +23.3% | +90.0% | -66.7% | -1.7% |
| YTD | +11.3% | +118.8% | -107.5% | -15.1% |
| 1Y | +23.0% | +109.0% | -86.0% | -5.7% |
| 3Y | +162.6% | +35.6% | +126.9% | +119.6% |
| All | +151.7% | +66.1% | +85.6% | +88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling