+11,186.3%
JPM vs VSH
+1,674.8%
+9,511.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.4% | -2.3% |
| 7D | +0.3% | +4.1% | -3.8% | -1.0% |
| 30D | -0.2% | -4.2% | +4.0% | +0.5% |
| 3M | +15.9% | -50.0% | +65.9% | +37.2% |
| 6M | +20.9% | +80.2% | -59.2% | -5.5% |
| YTD | +12.9% | +121.1% | -108.2% | -17.8% |
| 1Y | +20.3% | +112.0% | -91.7% | -12.1% |
| 3Y | +160.9% | +22.5% | +138.4% | +114.0% |
| 5Y | +154.8% | +64.0% | +90.8% | +87.1% |
| 10Y | +591.1% | +170.4% | +420.7% | +319.8% |
| All | +11,186.3% | +1,674.8% | +9,511.4% | +3,501.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling