+668.0%
BE vs JPM
+279.7%
+388.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.0% | -5.9% | -5.8% |
| 7D | +10.8% | +3.5% | +7.3% | +7.7% |
| 30D | -19.8% | +3.3% | -23.0% | -21.7% |
| 3M | -18.7% | -4.2% | -14.5% | -15.6% |
| 6M | -33.7% | +16.4% | -50.1% | -41.4% |
| YTD | +121.0% | +9.5% | +111.4% | +105.2% |
| 1Y | +85.4% | +14.0% | +71.4% | +66.7% |
| 3Y | +1,709.5% | +153.1% | +1,556.4% | +739.2% |
| 5Y | +462.2% | +134.9% | +327.3% | +175.5% |
| All | +668.0% | +279.7% | +388.3% | +134.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling