+455.4%
V vs JPM
+481.7%
-26.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.8% | +1.2% | -0.4% | +0.2% |
| 30D | +9.9% | +2.7% | +7.2% | +8.4% |
| 3M | +17.5% | -4.5% | +22.0% | +20.1% |
| 6M | +33.5% | +14.3% | +19.1% | +24.1% |
| YTD | +21.6% | +8.2% | +13.4% | +15.8% |
| 1Y | +27.6% | +10.0% | +17.5% | +20.3% |
| 3Y | +76.4% | +149.0% | -72.5% | +6.2% |
| 5Y | +103.8% | +131.0% | -27.2% | +25.2% |
| All | +455.4% | +481.7% | -26.3% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 JPM 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