+1,784.6%
BE vs JPM
+163.4%
+1,621.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.4% | +11.1% | +11.1% |
| 7D | +29.8% | -0.4% | +30.2% | +30.1% |
| 30D | +26.4% | -1.1% | +27.5% | +27.6% |
| 3M | +9.3% | +14.1% | -4.8% | -3.7% |
| 6M | +105.1% | +23.3% | +81.8% | +67.5% |
| YTD | +219.0% | +11.3% | +207.8% | +186.4% |
| 1Y | +418.8% | +23.0% | +395.8% | +329.1% |
| 3Y | +1,784.6% | +162.6% | +1,622.0% | +385.7% |
| All | +1,784.6% | +163.4% | +1,621.2% | +385.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling