+135.3%
JPM vs BEN
+28.2%
+107.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.5% | +0.8% |
| 7D | +3.5% | +6.8% | -3.3% | +0.7% |
| 30D | +3.3% | +18.0% | -14.7% | -3.7% |
| 3M | -4.2% | +7.5% | -11.6% | -7.2% |
| 6M | +16.4% | +14.7% | +1.7% | +9.4% |
| YTD | +9.5% | +56.1% | -46.6% | -9.8% |
| 1Y | +14.0% | +69.6% | -55.6% | -9.4% |
| 3Y | +153.1% | +87.7% | +65.4% | +85.4% |
| All | +135.3% | +28.2% | +107.1% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling