+690.1%
JPM vs VTEB
+25.1%
+665.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -2.3% | -1.2% | -1.1% | -1.9% |
| 30D | -2.3% | -2.9% | +0.5% | -1.2% |
| 3M | +14.9% | -3.2% | +18.0% | +16.3% |
| 6M | +23.6% | -2.6% | +26.3% | +24.9% |
| YTD | +11.3% | -1.8% | +13.1% | +12.1% |
| 1Y | +19.9% | +0.2% | +19.7% | +19.9% |
| 3Y | +162.6% | +8.2% | +154.4% | +152.0% |
| 5Y | +154.6% | +0.8% | +153.8% | +153.1% |
| 10Y | +589.9% | +17.7% | +572.2% | +798.8% |
| All | +690.1% | +25.1% | +665.0% | +1,263.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling