+592.1%
JPM vs ED
+105.2%
+486.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.5% |
| 7D | -0.4% | -0.2% | -0.3% | -0.4% |
| 30D | -1.4% | +1.9% | -3.4% | -1.9% |
| 3M | +13.9% | +1.9% | +12.1% | +13.2% |
| 6M | +23.5% | -2.3% | +25.8% | +24.0% |
| YTD | +11.6% | +10.9% | +0.8% | +7.8% |
| 1Y | +21.4% | +14.5% | +6.9% | +15.9% |
| 3Y | +163.4% | +33.4% | +130.1% | +134.9% |
| 5Y | +152.5% | +67.3% | +85.2% | +105.8% |
| 10Y | +592.1% | +110.7% | +481.5% | +499.1% |
| All | +592.1% | +105.2% | +486.9% | +499.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling