+1,512.9%
JPM vs VUG
+1,200.5%
+312.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | +0.1% |
| 7D | +1.6% | +4.4% | -2.8% | -2.9% |
| 30D | +3.4% | -7.3% | +10.8% | +11.5% |
| 3M | -5.7% | -4.2% | -1.4% | -2.0% |
| 6M | +13.5% | -1.6% | +15.1% | +13.5% |
| YTD | +8.4% | +4.9% | +3.6% | +0.8% |
| 1Y | +9.1% | +3.8% | +5.3% | +2.4% |
| 3Y | +149.5% | +79.4% | +70.1% | +23.5% |
| 5Y | +132.6% | +63.9% | +68.7% | +19.8% |
| 10Y | +480.0% | +404.0% | +76.0% | -38.3% |
| All | +1,512.9% | +1,200.5% | +312.4% | -48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling