+27.3%
V vs JPM
+10.7%
+16.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.6% | +1.2% | -0.6% | +0.3% |
| 30D | +9.7% | +2.7% | +7.0% | +8.8% |
| 3M | +17.3% | -4.5% | +21.7% | +18.9% |
| 6M | +33.2% | +14.3% | +18.9% | +26.6% |
| YTD | +21.3% | +8.2% | +13.1% | +17.6% |
| 1Y | +27.3% | +10.0% | +17.3% | +22.4% |
| All | +27.3% | +10.7% | +16.7% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling