+546.7%
JPM vs VST
+866.2%
-319.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.2% | +2.0% | -2.9% |
| 7D | -1.8% | -19.9% | +18.1% | +2.4% |
| 30D | +1.8% | -29.7% | +31.5% | +8.7% |
| 3M | -5.6% | -19.6% | +13.9% | -2.4% |
| 6M | +10.1% | -29.4% | +39.5% | +16.4% |
| YTD | +6.7% | -29.7% | +36.4% | +11.5% |
| 1Y | +10.3% | -40.0% | +50.4% | +19.2% |
| 3Y | +151.4% | +231.0% | -79.6% | +47.9% |
| 5Y | +127.3% | +500.1% | -372.8% | +6.0% |
| 10Y | +546.0% | +1,004.2% | -458.2% | +154.1% |
| All | +546.7% | +866.2% | -319.5% | +155.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling