+506.0%
JPM vs VST
+1,219.3%
-713.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.3% | -5.0% | +0.8% |
| 7D | +0.4% | -0.5% | +1.0% | 0.0% |
| 30D | +2.7% | -17.1% | +19.8% | +6.0% |
| 3M | -3.8% | -4.6% | +0.7% | -4.2% |
| 6M | +14.3% | -9.1% | +23.4% | +14.4% |
| YTD | +8.2% | -16.6% | +24.8% | +9.0% |
| 1Y | +11.0% | -29.5% | +40.4% | +15.9% |
| 3Y | +152.7% | +297.5% | -144.9% | +41.6% |
| 5Y | +130.8% | +654.5% | -523.7% | +0.5% |
| 10Y | +506.0% | +1,205.2% | -699.3% | +124.2% |
| All | +506.0% | +1,219.3% | -713.3% | +124.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling