+152.5%
JPM vs VTV
+80.6%
+71.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | -0.2% |
| 7D | -0.7% | -1.1% | +0.4% | +0.7% |
| 30D | -2.5% | -1.0% | -1.4% | -1.2% |
| 3M | +14.1% | +4.6% | +9.5% | +7.8% |
| 6M | +25.1% | +13.5% | +11.6% | +6.6% |
| YTD | +12.1% | +18.5% | -6.4% | -9.4% |
| 1Y | +18.8% | +22.9% | -4.1% | -8.3% |
| 3Y | +163.4% | +67.8% | +95.6% | +39.3% |
| All | +152.5% | +80.6% | +71.9% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 5y: compounded portfolio wealth divided by compounded VTV 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…
5y analysis · Full analysis span regression · 6 months rolling