+590.9%
JPM vs EFV
+169.9%
+421.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | -0.4% |
| 7D | -0.7% | -0.8% | +0.1% | +0.2% |
| 30D | -2.5% | +0.6% | -3.1% | -3.1% |
| 3M | +14.1% | +7.5% | +6.6% | +5.5% |
| 6M | +25.1% | +13.0% | +12.1% | +9.2% |
| YTD | +12.1% | +18.3% | -6.2% | -7.0% |
| 1Y | +18.8% | +26.7% | -7.9% | -8.6% |
| 3Y | +163.4% | +89.6% | +73.8% | +27.0% |
| 5Y | +156.5% | +98.2% | +58.3% | +17.0% |
| All | +590.9% | +169.9% | +421.0% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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