+162.6%
JPM vs ECL
+58.2%
+104.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -0.4% | -0.8% | +0.4% | -0.2% |
| 30D | -1.1% | -2.5% | +1.4% | -0.4% |
| 3M | +14.1% | +8.3% | +5.8% | +11.2% |
| 6M | +23.3% | -1.1% | +24.4% | +23.2% |
| YTD | +11.3% | +6.5% | +4.8% | +8.7% |
| 1Y | +23.0% | +2.1% | +20.9% | +21.3% |
| 3Y | +162.6% | +57.6% | +104.9% | +130.9% |
| All | +162.6% | +58.2% | +104.3% | +130.9% |
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