+152.7%
JPM vs VST
+296.4%
-143.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.3% | -5.0% | +1.5% |
| 7D | +0.4% | -0.5% | +1.0% | +0.2% |
| 30D | +2.7% | -17.1% | +19.8% | +4.4% |
| 3M | -3.8% | -4.6% | +0.7% | -4.0% |
| 6M | +14.3% | -9.1% | +23.4% | +14.4% |
| YTD | +8.2% | -16.6% | +24.8% | +8.7% |
| 1Y | +11.0% | -29.5% | +40.4% | +13.6% |
| 3Y | +152.7% | +297.5% | -144.9% | +113.5% |
| All | +152.7% | +296.4% | -143.7% | +113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling