+590.9%
JPM vs BEN
+56.6%
+534.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.7% | -3.1% | +2.4% | +0.9% |
| 30D | -2.5% | +0.2% | -2.6% | -2.7% |
| 3M | +14.1% | +6.8% | +7.3% | +10.1% |
| 6M | +25.1% | +38.1% | -13.0% | +5.6% |
| YTD | +12.1% | +44.3% | -32.2% | -7.6% |
| 1Y | +18.8% | +42.6% | -23.8% | -1.9% |
| 3Y | +163.4% | +52.3% | +111.1% | +102.5% |
| 5Y | +156.5% | +37.6% | +118.9% | +99.3% |
| All | +590.9% | +56.6% | +534.2% | +347.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 10y: compounded portfolio wealth divided by compounded BEN 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…
10y analysis · Full analysis span regression · 6 months rolling