+10,760.3%
JPM vs ECL
+14,389.6%
-3,629.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | 0.0% |
| 7D | -2.5% | -2.3% | -0.2% | -1.1% |
| 30D | +2.7% | +8.3% | -5.6% | -2.0% |
| 3M | -4.7% | +8.4% | -13.1% | -9.4% |
| 6M | +15.6% | +23.3% | -7.7% | +1.2% |
| YTD | +8.6% | +18.2% | -9.6% | -2.9% |
| 1Y | +10.9% | +18.8% | -7.9% | -1.2% |
| 3Y | +149.9% | +78.5% | +71.4% | +69.2% |
| 5Y | +131.9% | +40.1% | +91.9% | +76.7% |
| 10Y | +481.0% | +196.5% | +284.5% | +172.4% |
| All | +10,760.3% | +14,389.6% | -3,629.4% | +1,072.3% |
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 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