+590.9%
JPM vs VUG
+424.8%
+166.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.1% |
| 7D | -0.7% | -0.5% | -0.2% | -0.3% |
| 30D | -2.5% | -1.0% | -1.5% | -1.8% |
| 3M | +14.1% | +3.5% | +10.6% | +10.9% |
| 6M | +25.1% | +14.2% | +10.9% | +12.9% |
| YTD | +12.1% | +8.5% | +3.6% | +4.9% |
| 1Y | +18.8% | +12.9% | +5.9% | +7.9% |
| 3Y | +163.4% | +85.6% | +77.8% | +63.5% |
| 5Y | +156.5% | +78.1% | +78.4% | +60.8% |
| All | +590.9% | +424.8% | +166.1% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 10y: compounded portfolio wealth divided by compounded VUG 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…
10y analysis · Full analysis span regression · 6 months rolling