+3,313.2%
V vs JPM
+1,164.9%
+2,148.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.6% | +1.2% | -0.6% | +0.1% |
| 30D | +9.7% | +2.7% | +7.0% | +8.5% |
| 3M | +17.3% | -4.5% | +21.7% | +19.4% |
| 6M | +33.2% | +14.3% | +18.9% | +25.7% |
| YTD | +21.3% | +8.2% | +13.1% | +16.8% |
| 1Y | +27.3% | +10.0% | +17.3% | +21.5% |
| 3Y | +76.1% | +149.0% | -72.9% | +18.7% |
| 5Y | +103.5% | +131.0% | -27.6% | +39.7% |
| 10Y | +454.5% | +479.1% | -24.6% | +158.4% |
| All | +3,313.2% | +1,164.9% | +2,148.3% | +907.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling