+105.5%
V vs JPM
+131.4%
-25.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -1.1% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | +9.5% | +2.7% | +6.8% | +8.2% |
| 3M | +16.7% | -3.8% | +20.5% | +18.6% |
| 6M | +32.9% | +14.3% | +18.6% | +24.6% |
| YTD | +21.1% | +8.2% | +12.9% | +16.0% |
| 1Y | +26.6% | +11.0% | +15.7% | +19.7% |
| 3Y | +78.4% | +152.7% | -74.3% | +10.6% |
| 5Y | +105.5% | +130.8% | -25.3% | +27.5% |
| All | +105.5% | +131.4% | -25.9% | +27.5% |
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