+163.4%
JPM vs VTRS
+84.5%
+78.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -0.7% | -2.2% | +1.5% | -0.4% |
| 30D | -2.5% | +3.3% | -5.8% | -2.9% |
| 3M | +14.1% | +2.0% | +12.2% | +13.6% |
| 6M | +25.1% | +19.9% | +5.1% | +21.3% |
| YTD | +12.1% | +35.7% | -23.6% | +6.5% |
| 1Y | +18.8% | +68.1% | -49.3% | +8.9% |
| 3Y | +163.4% | +87.1% | +76.3% | +119.1% |
| All | +163.4% | +84.5% | +78.9% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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