+162.3%
JPM vs EAT
+587.9%
-425.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.6% | +0.8% |
| 7D | -0.4% | -6.8% | +6.4% | +0.6% |
| 30D | -1.4% | -5.4% | +4.0% | -0.8% |
| 3M | +13.9% | +42.8% | -28.8% | +7.3% |
| 6M | +23.5% | +56.5% | -33.0% | +13.8% |
| YTD | +11.6% | +50.0% | -38.4% | +3.4% |
| 1Y | +21.4% | +38.3% | -16.9% | +13.7% |
| All | +162.3% | +587.9% | -425.6% | +95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling