+11,026.4%
JPM vs VTRS
+548.0%
+10,478.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -2.3% | -3.3% | +1.0% | -1.5% |
| 30D | -2.3% | +1.4% | -3.7% | -2.7% |
| 3M | +14.9% | +4.6% | +10.2% | +13.3% |
| 6M | +23.6% | +18.1% | +5.6% | +17.9% |
| YTD | +11.3% | +34.7% | -23.4% | +2.3% |
| 1Y | +19.9% | +65.6% | -45.7% | +4.2% |
| 3Y | +162.6% | +83.8% | +78.8% | +116.7% |
| 5Y | +154.6% | +46.5% | +108.1% | +118.4% |
| 10Y | +589.9% | -48.6% | +638.5% | +614.6% |
| All | +11,026.4% | +548.0% | +10,478.4% | +4,704.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling