+1,579.0%
JPM vs VUG
+1,251.8%
+327.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.4% |
| 7D | +0.3% | -0.1% | +0.4% | +0.4% |
| 30D | -0.2% | -0.3% | +0.1% | 0.0% |
| 3M | +15.9% | -0.7% | +16.6% | +15.6% |
| 6M | +20.9% | +14.6% | +6.3% | +3.1% |
| YTD | +12.9% | +9.0% | +3.9% | +1.4% |
| 1Y | +20.3% | +14.9% | +5.4% | +1.7% |
| 3Y | +160.9% | +86.0% | +74.9% | +24.7% |
| 5Y | +154.8% | +76.7% | +78.1% | +20.8% |
| 10Y | +591.1% | +411.3% | +179.8% | -26.6% |
| All | +1,579.0% | +1,251.8% | +327.2% | -48.4% |
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