+161.4%
JPM vs BROS
+66.2%
+95.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.3% |
| 7D | -0.4% | -0.9% | +0.5% | -0.3% |
| 30D | -1.1% | -13.5% | +12.3% | +0.2% |
| 3M | +14.1% | -18.4% | +32.6% | +15.6% |
| 6M | +23.3% | -10.6% | +33.9% | +23.2% |
| YTD | +11.3% | -25.1% | +36.3% | +13.0% |
| 1Y | +23.0% | -28.6% | +51.6% | +25.2% |
| All | +161.4% | +66.2% | +95.2% | +149.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling