+152.8%
JPM vs ECL
+29.5%
+123.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -0.4% | -0.8% | +0.4% | -0.1% |
| 30D | -1.1% | -2.5% | +1.4% | -0.2% |
| 3M | +14.1% | +8.3% | +5.8% | +10.2% |
| 6M | +23.3% | -1.1% | +24.4% | +23.3% |
| YTD | +11.3% | +6.5% | +4.8% | +7.8% |
| 1Y | +23.0% | +2.1% | +20.9% | +20.9% |
| 3Y | +162.6% | +57.6% | +104.9% | +111.0% |
| 5Y | +152.8% | +28.1% | +124.7% | +118.3% |
| All | +152.8% | +29.5% | +123.2% | +118.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling