+153.1%
JPM vs VST
+295.7%
-142.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | +3.5% | +6.6% | -3.1% | +2.8% |
| 30D | +3.3% | -12.4% | +15.6% | +4.4% |
| 3M | -4.2% | -9.0% | +4.8% | -3.8% |
| 6M | +16.4% | -6.4% | +22.8% | +16.1% |
| YTD | +9.5% | -17.2% | +26.7% | +10.1% |
| 1Y | +14.0% | -22.0% | +36.0% | +15.3% |
| 3Y | +153.1% | +296.7% | -143.6% | +113.3% |
| All | +153.1% | +295.7% | -142.7% | +113.3% |
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