+592.1%
JPM vs VXUS
+146.7%
+445.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +1.1% |
| 7D | -0.4% | +0.3% | -0.7% | -0.7% |
| 30D | -1.4% | +0.7% | -2.1% | -2.2% |
| 3M | +13.9% | +4.8% | +9.2% | +8.1% |
| 6M | +23.5% | +11.3% | +12.2% | +9.1% |
| YTD | +11.6% | +16.5% | -4.9% | -6.3% |
| 1Y | +21.4% | +24.3% | -2.9% | -4.9% |
| 3Y | +163.4% | +74.5% | +88.9% | +40.2% |
| 5Y | +152.5% | +54.3% | +98.2% | +54.6% |
| 10Y | +592.1% | +150.1% | +442.0% | +160.5% |
| All | +592.1% | +146.7% | +445.4% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 10y: compounded portfolio wealth divided by compounded VXUS 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…
10y analysis · Full analysis span regression · 6 months rolling