+1,119.6%
JPM vs VXUS
+179.6%
+940.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.5% |
| 7D | +0.3% | +1.0% | -0.7% | -0.8% |
| 30D | -0.2% | +2.2% | -2.4% | -2.5% |
| 3M | +15.9% | +3.0% | +12.9% | +11.7% |
| 6M | +20.9% | +10.7% | +10.3% | +7.6% |
| YTD | +12.9% | +17.8% | -5.0% | -6.2% |
| 1Y | +20.3% | +27.6% | -7.3% | -8.2% |
| 3Y | +160.9% | +73.3% | +87.6% | +41.7% |
| 5Y | +154.8% | +54.3% | +100.5% | +56.5% |
| 10Y | +591.1% | +149.8% | +441.3% | +154.4% |
| All | +1,119.6% | +179.6% | +940.0% | +275.3% |
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