+152.8%
JPM vs ED
+71.7%
+81.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | -0.4% | +0.5% | -0.9% | -0.5% |
| 30D | -1.1% | +1.1% | -2.2% | -1.3% |
| 3M | +14.1% | +4.6% | +9.5% | +13.3% |
| 6M | +23.3% | -2.0% | +25.3% | +23.5% |
| YTD | +11.3% | +11.7% | -0.4% | +8.9% |
| 1Y | +23.0% | +15.7% | +7.3% | +19.4% |
| 3Y | +162.6% | +34.4% | +128.2% | +139.9% |
| 5Y | +152.8% | +67.3% | +85.4% | +124.8% |
| All | +152.8% | +71.7% | +81.1% | +124.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling