+1,459.0%
JPM vs VT
+374.2%
+1,084.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.3% | +0.4% | -0.2% | -0.3% |
| 30D | -0.2% | +1.0% | -1.1% | -1.4% |
| 3M | +15.9% | +2.4% | +13.5% | +11.9% |
| 6M | +20.9% | +12.0% | +8.9% | +4.0% |
| YTD | +12.9% | +15.3% | -2.5% | -6.5% |
| 1Y | +20.3% | +22.6% | -2.3% | -7.8% |
| 3Y | +160.9% | +74.7% | +86.3% | +26.5% |
| 5Y | +154.8% | +66.1% | +88.7% | +30.1% |
| 10Y | +591.1% | +225.0% | +366.1% | +47.8% |
| All | +1,459.0% | +374.2% | +1,084.8% | +210.1% |
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