+584.1%
JPM vs VST
+1,175.7%
-591.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.5% | -1.7% |
| 7D | +0.3% | +8.9% | -8.6% | -1.6% |
| 30D | -0.2% | +6.2% | -6.4% | -1.6% |
| 3M | +15.9% | -2.7% | +18.6% | +15.9% |
| 6M | +20.9% | -8.4% | +29.3% | +21.7% |
| YTD | +12.9% | -7.2% | +20.1% | +12.5% |
| 1Y | +20.3% | -20.9% | +41.2% | +23.2% |
| 3Y | +160.9% | +384.0% | -223.1% | +41.3% |
| 5Y | +154.8% | +757.1% | -602.2% | +9.5% |
| All | +584.1% | +1,175.7% | -591.6% | +158.1% |
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 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