+166.3%
JPSE price history and return analytics
+227.6%
-61.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.2% |
| 7D | +1.1% | +1.0% | +0.1% | 0.0% |
| 30D | -2.2% | -0.2% | -1.9% | -1.9% |
| 3M | +3.4% | +4.5% | -1.2% | -1.7% |
| 6M | +13.3% | +14.1% | -0.7% | -2.1% |
| YTD | +19.2% | +14.8% | +4.5% | +2.3% |
| 1Y | +20.7% | +21.2% | -0.5% | -2.5% |
| 3Y | +54.2% | +76.6% | -22.4% | -17.1% |
| 5Y | +46.9% | +66.6% | -19.7% | -15.6% |
| All | +166.3% | +227.6% | -61.3% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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