+10.5%
JPM vs VST
-29.0%
+39.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.1% |
| 7D | +1.2% | -6.0% | +7.2% | +1.4% |
| 30D | +2.7% | -18.8% | +21.5% | +4.0% |
| 3M | -4.5% | -8.0% | +3.6% | -4.6% |
| 6M | +14.3% | -10.9% | +25.2% | +14.1% |
| YTD | +8.2% | -18.3% | +26.5% | +8.5% |
| All | +10.5% | -29.0% | +39.5% | +12.9% |
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