+14.0%
JPM vs ECL
+19.9%
-5.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.4% |
| 7D | +3.5% | +2.9% | +0.6% | +2.4% |
| 30D | +3.3% | +7.5% | -4.2% | +1.0% |
| 3M | -4.2% | +12.2% | -16.4% | -7.5% |
| 6M | +16.4% | +24.6% | -8.2% | +7.3% |
| YTD | +9.5% | +18.8% | -9.3% | +0.8% |
| 1Y | +14.0% | +19.3% | -5.3% | +4.5% |
| All | +14.0% | +19.9% | -5.9% | +4.5% |
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