+911.5%
BE vs JPM
+291.4%
+620.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.3% | +8.2% |
| 7D | +20.0% | +0.3% | +19.7% | +19.7% |
| 30D | +7.9% | -0.2% | +8.1% | +8.0% |
| 3M | -13.2% | +15.9% | -29.1% | -23.2% |
| 6M | +53.5% | +20.9% | +32.5% | +31.4% |
| YTD | +191.0% | +12.9% | +178.1% | +162.9% |
| 1Y | +360.5% | +20.3% | +340.2% | +298.3% |
| 3Y | +1,568.0% | +160.9% | +1,407.1% | +655.1% |
| 5Y | +1,055.2% | +154.8% | +900.4% | +426.3% |
| All | +911.5% | +291.4% | +620.1% | +200.5% |
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