-0.8%
BE vs JPM
-4.2%
+3.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.4% | +12.6% | +12.5% |
| 7D | +4.5% | -2.5% | +7.0% | +7.0% |
| 30D | -20.1% | +2.7% | -22.9% | -19.2% |
| 3M | -0.8% | -4.7% | +3.9% | +6.2% |
| All | -0.8% | -4.2% | +3.3% | +6.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling