+822.6%
VOO vs JPM
+1,244.2%
-421.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | +0.1% |
| 7D | +0.5% | -0.4% | +0.9% | +0.7% |
| 30D | -0.9% | -1.1% | +0.2% | -0.5% |
| 3M | +3.9% | +14.1% | -10.3% | -2.4% |
| 6M | +14.5% | +23.3% | -8.8% | +3.7% |
| YTD | +13.0% | +11.3% | +1.7% | +6.8% |
| 1Y | +19.4% | +23.0% | -3.6% | +7.6% |
| 3Y | +78.9% | +162.6% | -83.7% | +11.8% |
| 5Y | +82.3% | +152.8% | -70.5% | +13.9% |
| 10Y | +314.2% | +583.6% | -269.4% | +57.2% |
| All | +822.6% | +1,244.2% | -421.6% | +155.2% |
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