+70.0%
V vs JPM
+155.8%
-85.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.5% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | +2.0% | -0.2% | +2.1% | +2.0% |
| 3M | +17.4% | +15.9% | +1.5% | +9.4% |
| 6M | +17.5% | +20.9% | -3.4% | +7.0% |
| YTD | +7.6% | +12.9% | -5.3% | +1.1% |
| 1Y | +7.7% | +20.3% | -12.6% | -2.1% |
| 3Y | +54.7% | +160.9% | -106.3% | -6.1% |
| All | +70.0% | +155.8% | -85.8% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling