+1,616.6%
JPM vs VWO
+324.1%
+1,292.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.8% |
| 7D | -0.4% | +0.2% | -0.6% | -0.6% |
| 30D | -1.4% | +0.9% | -2.3% | -2.2% |
| 3M | +13.9% | +4.3% | +9.7% | +9.7% |
| 6M | +23.5% | +10.5% | +13.0% | +12.8% |
| YTD | +11.6% | +13.4% | -1.7% | -0.3% |
| 1Y | +21.4% | +18.6% | +2.8% | +4.5% |
| 3Y | +163.4% | +65.8% | +97.6% | +69.8% |
| 5Y | +152.5% | +35.2% | +117.3% | +90.4% |
| 10Y | +592.1% | +116.6% | +475.5% | +247.8% |
| All | +1,616.6% | +324.1% | +1,292.5% | +484.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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