+1,528.8%
JPM vs VUG
+1,188.6%
+340.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.9% |
| 7D | +3.5% | +2.5% | +1.0% | +0.8% |
| 30D | +3.3% | -6.3% | +9.5% | +10.0% |
| 3M | -4.2% | -6.0% | +1.9% | +1.5% |
| 6M | +16.4% | -3.5% | +19.9% | +18.9% |
| YTD | +9.5% | +3.9% | +5.6% | +2.7% |
| 1Y | +14.0% | +5.1% | +8.9% | +5.5% |
| 3Y | +153.1% | +77.9% | +75.2% | +26.4% |
| 5Y | +134.9% | +62.4% | +72.5% | +22.1% |
| 10Y | +485.7% | +399.4% | +86.3% | -37.1% |
| All | +1,528.8% | +1,188.6% | +340.2% | -47.8% |
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