+11,186.3%
JPM vs EAT
+11,644.8%
-458.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -0.2% | +1.9% | -2.0% | -1.1% |
| 3M | +15.9% | +68.7% | -52.8% | -1.1% |
| 6M | +20.9% | +66.9% | -46.0% | +2.2% |
| YTD | +12.9% | +60.4% | -47.5% | -4.0% |
| 1Y | +20.3% | +44.0% | -23.7% | +4.4% |
| 3Y | +160.9% | +604.7% | -443.7% | +34.6% |
| 5Y | +154.8% | +347.0% | -192.2% | +40.2% |
| 10Y | +591.1% | +390.8% | +200.3% | +197.1% |
| All | +11,186.3% | +11,644.8% | -458.5% | +1,322.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling