+131.9%
JPM vs EAT
+362.5%
-230.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.1% |
| 7D | -2.5% | -8.9% | +6.5% | -1.0% |
| 30D | +2.7% | +3.4% | -0.7% | +2.0% |
| 3M | -4.7% | -9.3% | +4.6% | -3.6% |
| 6M | +15.6% | +43.8% | -28.2% | +7.1% |
| YTD | +8.6% | +39.9% | -31.2% | +0.4% |
| 1Y | +10.9% | +89.7% | -78.8% | -3.4% |
| 3Y | +149.9% | +491.3% | -341.3% | +70.8% |
| 5Y | +131.9% | +365.4% | -233.5% | +62.6% |
| All | +131.9% | +362.5% | -230.6% | +62.6% |
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