+19.9%
JPM vs BROS
-33.2%
+53.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | 0.0% |
| 7D | -2.3% | -6.1% | +3.7% | -1.8% |
| 30D | -2.3% | -12.4% | +10.0% | -1.2% |
| 3M | +14.9% | -27.9% | +42.8% | +17.2% |
| 6M | +23.6% | -16.8% | +40.4% | +22.5% |
| YTD | +11.3% | -29.0% | +40.3% | +11.8% |
| 1Y | +19.9% | -33.2% | +53.1% | +18.0% |
| All | +19.9% | -33.2% | +53.1% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling