+1,073.5%
JPM vs VXUS
+164.4%
+909.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | -0.6% |
| 7D | -2.5% | -0.5% | -2.0% | -2.0% |
| 30D | +2.7% | -1.2% | +3.9% | +4.0% |
| 3M | -4.7% | -3.8% | -0.8% | -1.0% |
| 6M | +15.6% | -1.7% | +17.2% | +16.4% |
| YTD | +8.6% | +11.4% | -2.8% | -4.6% |
| 1Y | +10.9% | +13.3% | -2.4% | -4.3% |
| 3Y | +149.9% | +70.0% | +79.9% | +38.1% |
| 5Y | +131.9% | +48.1% | +83.9% | +48.3% |
| 10Y | +481.0% | +147.1% | +334.0% | +116.4% |
| All | +1,073.5% | +164.4% | +909.2% | +281.9% |
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