+163.4%
JPM vs VTEB
+8.6%
+154.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.9% |
| 7D | -0.7% | -0.9% | +0.2% | -1.0% |
| 30D | -2.5% | -2.5% | +0.1% | -3.4% |
| 3M | +14.1% | -3.0% | +17.1% | +12.8% |
| 6M | +25.1% | -2.1% | +27.2% | +24.0% |
| YTD | +12.1% | -1.5% | +13.6% | +11.6% |
| 1Y | +18.8% | +0.2% | +18.6% | +19.5% |
| 3Y | +163.4% | +8.6% | +154.9% | +155.8% |
| All | +163.4% | +8.6% | +154.8% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 3y: compounded portfolio wealth divided by compounded VTEB 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…
3y analysis · Full analysis span regression · 6 months rolling