+1,071.6%
JPM vs VXUS
+161.9%
+909.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.8% |
| 7D | +1.6% | +2.3% | -0.7% | -0.7% |
| 30D | +3.4% | -2.2% | +5.7% | +5.8% |
| 3M | -5.7% | -5.4% | -0.3% | -0.4% |
| 6M | +13.5% | -1.2% | +14.8% | +13.9% |
| YTD | +8.4% | +10.4% | -1.9% | -3.9% |
| 1Y | +9.1% | +11.8% | -2.8% | -4.6% |
| 3Y | +149.5% | +68.4% | +81.1% | +39.2% |
| 5Y | +132.6% | +45.9% | +86.7% | +51.1% |
| 10Y | +480.0% | +144.7% | +335.3% | +118.1% |
| All | +1,071.6% | +161.9% | +909.7% | +284.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling