+152.7%
JPM vs ECL
+78.6%
+74.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +1.7% |
| 7D | +0.4% | -0.5% | +1.0% | +0.7% |
| 30D | +2.7% | +8.8% | -6.1% | +0.3% |
| 3M | -3.8% | +7.8% | -11.7% | -5.9% |
| 6M | +14.3% | +21.3% | -7.0% | +7.7% |
| YTD | +8.2% | +17.8% | -9.6% | +2.7% |
| 1Y | +11.0% | +21.1% | -10.1% | +4.5% |
| 3Y | +152.7% | +80.1% | +72.6% | +123.3% |
| All | +152.7% | +78.6% | +74.0% | +123.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling