+1,227.8%
BE vs JPM
+154.0%
+1,073.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.2% |
| 7D | +23.9% | -0.4% | +24.4% | +24.3% |
| 30D | +27.8% | -1.4% | +29.3% | +29.4% |
| 3M | +3.7% | +13.9% | -10.2% | -7.7% |
| 6M | +78.0% | +23.5% | +54.4% | +47.2% |
| YTD | +209.9% | +11.6% | +198.3% | +179.8% |
| 1Y | +389.6% | +21.4% | +368.2% | +315.3% |
| 3Y | +1,730.6% | +163.4% | +1,567.1% | +684.2% |
| 5Y | +1,227.8% | +152.5% | +1,075.3% | +409.7% |
| All | +1,227.8% | +154.0% | +1,073.8% | +409.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling