+10,848.8%
JPM vs EAT
+10,017.9%
+830.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +3.5% | -4.0% | +7.5% | +4.6% |
| 30D | +3.3% | -2.9% | +6.1% | +3.7% |
| 3M | -4.2% | -16.9% | +12.7% | 0.0% |
| 6M | +16.4% | +57.0% | -40.6% | +0.3% |
| YTD | +9.5% | +38.2% | -28.7% | -3.5% |
| 1Y | +14.0% | +69.3% | -55.3% | -5.7% |
| 3Y | +153.1% | +483.0% | -329.9% | +37.5% |
| 5Y | +134.9% | +364.1% | -229.3% | +27.1% |
| 10Y | +485.7% | +320.8% | +165.0% | +161.5% |
| All | +10,848.8% | +10,017.9% | +830.9% | +1,328.2% |
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