+481.0%
JPM vs ED
+141.1%
+339.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.5% | -0.9% | -1.6% | -2.2% |
| 30D | +2.7% | +11.2% | -8.5% | -0.4% |
| 3M | -4.7% | +11.8% | -16.5% | -7.7% |
| 6M | +15.6% | +14.1% | +1.5% | +11.0% |
| YTD | +8.6% | +23.0% | -14.3% | +1.7% |
| 1Y | +10.9% | +23.7% | -12.8% | +3.5% |
| 3Y | +149.9% | +47.7% | +102.2% | +115.6% |
| 5Y | +131.9% | +82.6% | +49.3% | +83.1% |
| 10Y | +481.0% | +141.8% | +339.2% | +388.2% |
| All | +481.0% | +141.1% | +339.9% | +388.2% |
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