+124.0%
JPM vs VT
+53.4%
+70.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -1.1% |
| 7D | -0.8% | -2.3% | +1.6% | +1.5% |
| 30D | +1.5% | -5.0% | +6.4% | +6.3% |
| 3M | -5.7% | -4.9% | -0.8% | -1.3% |
| 6M | +7.2% | -1.5% | +8.8% | +8.2% |
| YTD | +5.8% | +8.5% | -2.7% | -2.7% |
| 1Y | +8.8% | +11.4% | -2.6% | -2.4% |
| 3Y | +147.4% | +70.1% | +77.3% | +48.8% |
| All | +124.0% | +53.4% | +70.6% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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