+737.9%
BE vs JPM
+276.6%
+461.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.4% | +12.6% | +12.6% |
| 7D | +4.5% | -2.5% | +7.0% | +7.6% |
| 30D | -20.1% | +2.7% | -22.9% | -21.8% |
| 3M | -0.8% | -4.7% | +3.9% | +3.6% |
| 6M | -26.2% | +15.6% | -41.8% | -34.4% |
| YTD | +141.1% | +8.6% | +132.5% | +125.6% |
| 1Y | +64.8% | +10.9% | +54.0% | +52.6% |
| 3Y | +1,887.4% | +149.9% | +1,737.5% | +832.1% |
| 5Y | +518.1% | +131.9% | +386.2% | +206.3% |
| All | +737.9% | +276.6% | +461.3% | +158.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling