+21.4%
JPM vs ECL
+0.5%
+20.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.5% | +0.9% |
| 7D | -0.4% | -2.7% | +2.3% | +0.3% |
| 30D | -1.4% | -4.3% | +2.9% | -0.2% |
| 3M | +13.9% | +3.2% | +10.7% | +12.6% |
| 6M | +23.5% | -2.9% | +26.4% | +23.4% |
| YTD | +11.6% | +4.3% | +7.4% | +9.6% |
| 1Y | +21.4% | +1.6% | +19.7% | +18.6% |
| All | +21.4% | +0.5% | +20.9% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling