+147.4%
JPM vs VST
+264.2%
-116.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.6% | -11.4% | -1.9% |
| 7D | -0.8% | -9.8% | +9.1% | +0.1% |
| 30D | +1.5% | -25.1% | +26.6% | +4.3% |
| 3M | -5.7% | -11.6% | +5.9% | -5.1% |
| 6M | +7.2% | -20.9% | +28.1% | +9.0% |
| YTD | +5.8% | -22.3% | +28.1% | +7.1% |
| 1Y | +8.8% | -32.0% | +40.8% | +11.8% |
| 3Y | +147.4% | +262.4% | -115.0% | +111.0% |
| All | +147.4% | +264.2% | -116.8% | +111.0% |
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