+55.3%
BE vs JPM
+17.0%
+38.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.2% | -10.5% | -10.7% |
| 7D | -12.1% | +3.8% | -15.9% | -15.8% |
| 30D | -30.1% | +6.5% | -36.6% | -35.1% |
| 3M | -12.1% | -1.0% | -11.1% | -11.3% |
| 6M | -30.6% | +15.5% | -46.1% | -40.7% |
| YTD | +130.6% | +11.4% | +119.3% | +100.5% |
| 1Y | +55.3% | +16.1% | +39.2% | +25.6% |
| All | +55.3% | +17.0% | +38.3% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling