+135.3%
JPM vs VUG
+62.0%
+73.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.5% |
| 7D | +3.5% | +2.5% | +1.0% | +2.1% |
| 30D | +3.3% | -6.3% | +9.5% | +6.8% |
| 3M | -4.2% | -6.0% | +1.9% | -1.2% |
| 6M | +16.4% | -3.5% | +19.9% | +18.0% |
| YTD | +9.5% | +3.9% | +5.6% | +6.2% |
| 1Y | +14.0% | +5.1% | +8.9% | +9.8% |
| 3Y | +153.1% | +77.9% | +75.2% | +81.3% |
| All | +135.3% | +62.0% | +73.3% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling