+154.2%
JPM vs BROS
+38.3%
+115.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.5% |
| 7D | -0.4% | -6.6% | +6.2% | +0.2% |
| 30D | -1.4% | -12.3% | +10.9% | -0.3% |
| 3M | +13.9% | -22.2% | +36.1% | +16.0% |
| 6M | +23.5% | -14.3% | +37.8% | +24.2% |
| YTD | +11.6% | -26.6% | +38.2% | +13.7% |
| 1Y | +21.4% | -31.5% | +52.9% | +24.1% |
| 3Y | +163.4% | +62.3% | +101.2% | +144.9% |
| All | +154.2% | +38.3% | +115.8% | +149.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling