+152.5%
JPM vs EAT
+310.8%
-158.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.6% | +0.9% |
| 7D | -0.4% | -6.8% | +6.4% | +0.7% |
| 30D | -1.4% | -5.4% | +4.0% | -0.7% |
| 3M | +13.9% | +42.8% | -28.8% | +6.5% |
| 6M | +23.5% | +56.5% | -33.0% | +12.8% |
| YTD | +11.6% | +50.0% | -38.4% | +2.5% |
| 1Y | +21.4% | +38.3% | -16.9% | +12.5% |
| 3Y | +163.4% | +591.6% | -428.2% | +76.5% |
| 5Y | +152.5% | +312.6% | -160.1% | +78.1% |
| All | +152.5% | +310.8% | -158.3% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling