+11,186.3%
JPM vs ECL
+13,009.7%
-1,823.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | +0.3% | -2.6% | +2.9% | +1.9% |
| 30D | -0.2% | -2.2% | +2.0% | +1.1% |
| 3M | +15.9% | +10.1% | +5.8% | +8.8% |
| 6M | +20.9% | -5.7% | +26.7% | +24.3% |
| YTD | +12.9% | +7.0% | +5.9% | +7.2% |
| 1Y | +20.3% | +2.7% | +17.6% | +16.6% |
| 3Y | +160.9% | +57.7% | +103.2% | +90.1% |
| 5Y | +154.8% | +31.1% | +123.7% | +101.5% |
| 10Y | +591.1% | +150.9% | +440.2% | +258.8% |
| All | +11,186.3% | +13,009.7% | -1,823.4% | +1,195.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling