+10,760.3%
JPM vs VSH
+1,531.5%
+9,228.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.8% | -8.4% | -2.2% |
| 7D | -2.5% | +12.8% | -15.2% | -6.5% |
| 30D | +2.7% | -9.0% | +11.7% | +3.8% |
| 3M | -4.7% | -12.2% | +7.5% | -3.7% |
| 6M | +15.6% | -15.9% | +31.5% | +12.3% |
| YTD | +8.6% | +103.2% | -94.6% | -20.9% |
| 1Y | +10.9% | +108.4% | -97.5% | -20.1% |
| 3Y | +149.9% | +41.6% | +108.4% | +91.2% |
| 5Y | +131.9% | +54.6% | +77.3% | +69.2% |
| 10Y | +481.0% | +138.2% | +342.8% | +257.8% |
| All | +10,760.3% | +1,531.5% | +9,228.7% | +3,367.1% |
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