+1,560.6%
JPM vs VTV
+712.5%
+848.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.8% |
| 7D | -0.4% | -0.7% | +0.2% | +0.6% |
| 30D | -1.4% | -0.5% | -0.9% | -0.7% |
| 3M | +13.9% | +5.3% | +8.6% | +5.4% |
| 6M | +23.5% | +12.9% | +10.7% | +3.0% |
| YTD | +11.6% | +18.5% | -6.8% | -13.3% |
| 1Y | +21.4% | +25.3% | -3.9% | -13.3% |
| 3Y | +163.4% | +68.2% | +95.2% | +21.1% |
| 5Y | +152.5% | +80.6% | +71.9% | +4.2% |
| 10Y | +592.1% | +232.9% | +359.2% | +12.7% |
| All | +1,560.6% | +712.5% | +848.1% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling