+132.6%
JPM vs VST
+645.9%
-513.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | +1.6% | +19.2% | -17.5% | -0.7% |
| 30D | +3.4% | -17.2% | +20.6% | +5.5% |
| 3M | -5.7% | -8.1% | +2.5% | -5.3% |
| 6M | +13.5% | -8.1% | +21.7% | +13.5% |
| YTD | +8.4% | -16.3% | +24.7% | +9.0% |
| 1Y | +9.1% | -24.1% | +33.2% | +11.0% |
| 3Y | +149.5% | +300.2% | -150.7% | +71.8% |
| 5Y | +132.6% | +645.9% | -513.3% | +32.2% |
| All | +132.6% | +645.9% | -513.3% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling