+1,373.7%
JPM vs VT
+345.0%
+1,028.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.1% | -0.1% | +0.9% |
| 7D | -1.8% | -4.2% | +2.4% | +3.6% |
| 30D | +1.8% | -5.8% | +7.6% | +9.6% |
| 3M | -5.6% | -5.2% | -0.4% | +0.7% |
| 6M | +10.1% | +0.1% | +9.9% | +9.0% |
| YTD | +6.7% | +8.2% | -1.5% | -4.4% |
| 1Y | +10.3% | +10.1% | +0.2% | -3.3% |
| 3Y | +151.4% | +69.7% | +81.7% | +26.2% |
| 5Y | +127.3% | +53.4% | +73.9% | +28.2% |
| 10Y | +546.0% | +219.2% | +326.8% | +40.7% |
| All | +1,373.7% | +345.0% | +1,028.7% | +216.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling