+10.1%
JPM vs VST
-30.5%
+40.6%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.2% | +2.0% | -4.0% |
| 7D | -1.8% | -19.9% | +18.1% | -1.2% |
| 30D | +1.8% | -29.7% | +31.5% | +3.3% |
| 3M | -5.6% | -19.6% | +13.9% | -5.9% |
| 6M | +10.1% | -29.4% | +39.5% | +11.1% |
| All | +10.1% | -30.5% | +40.6% | +11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling