+162.6%
JPM vs VUG
+88.1%
+74.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.2% |
| 7D | -0.4% | +0.9% | -1.3% | -0.9% |
| 30D | -1.1% | -1.4% | +0.3% | -0.4% |
| 3M | +14.1% | +2.3% | +11.8% | +12.4% |
| 6M | +23.3% | +15.7% | +7.6% | +12.6% |
| YTD | +11.3% | +8.6% | +2.7% | +5.3% |
| 1Y | +23.0% | +14.1% | +8.9% | +13.0% |
| 3Y | +162.6% | +87.9% | +74.7% | +93.0% |
| All | +162.6% | +88.1% | +74.5% | +93.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling