+18.8%
JPM vs VUG
+13.0%
+5.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.4% |
| 7D | -0.7% | -0.5% | -0.2% | -0.5% |
| 30D | -2.5% | -1.0% | -1.5% | -2.1% |
| 3M | +14.1% | +3.5% | +10.6% | +12.1% |
| 6M | +25.1% | +14.2% | +10.9% | +14.7% |
| YTD | +12.1% | +8.5% | +3.6% | +5.3% |
| 1Y | +18.8% | +12.9% | +5.9% | +10.6% |
| All | +18.8% | +13.0% | +5.8% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling