+149.3%
JPM vs BROS
+10.5%
+138.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.5% | -5.5% | +0.4% |
| 7D | +3.5% | +6.3% | -2.8% | +2.8% |
| 30D | +3.3% | -8.3% | +11.6% | +3.9% |
| 3M | -4.2% | -29.8% | +25.6% | -1.3% |
| 6M | +16.4% | -25.8% | +42.2% | +18.5% |
| YTD | +9.5% | -41.4% | +50.9% | +13.7% |
| 1Y | +14.0% | -35.2% | +49.2% | +17.1% |
| 3Y | +153.1% | +32.8% | +120.3% | +139.3% |
| 5Y | +134.9% | -42.2% | +177.0% | +125.2% |
| All | +149.3% | +10.5% | +138.8% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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