+16.1%
JPM vs VST
-35.7%
+51.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -13.8% | +18.0% | +4.8% |
| 7D | +3.8% | -15.7% | +19.5% | +4.6% |
| 30D | +6.5% | -17.0% | +23.4% | +7.1% |
| 3M | -1.0% | -15.9% | +14.9% | -0.7% |
| 6M | +15.5% | -25.0% | +40.5% | +16.7% |
| YTD | +11.4% | -25.1% | +36.5% | +12.2% |
| 1Y | +16.1% | -34.9% | +50.9% | +19.4% |
| All | +16.1% | -35.7% | +51.7% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling