+1,131.8%
JPM vs VYM
+488.1%
+643.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | -0.3% |
| 7D | -0.7% | -0.8% | +0.1% | +0.6% |
| 30D | -2.5% | -2.2% | -0.2% | +1.2% |
| 3M | +14.1% | +3.1% | +11.1% | +8.8% |
| 6M | +25.1% | +9.7% | +15.4% | +7.8% |
| YTD | +12.1% | +14.9% | -2.8% | -10.2% |
| 1Y | +18.8% | +17.6% | +1.2% | -8.3% |
| 3Y | +163.4% | +65.3% | +98.1% | +17.1% |
| 5Y | +156.5% | +78.7% | +77.8% | -0.1% |
| 10Y | +595.1% | +208.2% | +386.9% | +7.0% |
| All | +1,131.8% | +488.1% | +643.7% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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