+465.0%
JPM vs EAT
+320.8%
+144.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +3.5% | -4.0% | +7.5% | +4.3% |
| 30D | +3.3% | -2.9% | +6.1% | +3.6% |
| 3M | -4.2% | -16.9% | +12.7% | -1.0% |
| 6M | +16.4% | +57.0% | -40.6% | +4.3% |
| YTD | +9.5% | +38.2% | -28.7% | -0.2% |
| 1Y | +14.0% | +69.3% | -55.3% | -0.8% |
| 3Y | +153.1% | +483.0% | -329.9% | +61.0% |
| 5Y | +134.9% | +364.1% | -229.3% | +49.6% |
| All | +465.0% | +320.8% | +144.2% | +222.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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