+1,630.3%
JPM vs EFV
+256.4%
+1,374.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.7% |
| 7D | -0.4% | +1.0% | -1.4% | -1.5% |
| 30D | -1.1% | +0.2% | -1.3% | -1.3% |
| 3M | +14.1% | +9.6% | +4.5% | +3.1% |
| 6M | +23.3% | +14.0% | +9.3% | +6.3% |
| YTD | +11.3% | +18.5% | -7.2% | -8.2% |
| 1Y | +23.0% | +27.9% | -4.9% | -6.7% |
| 3Y | +162.6% | +92.4% | +70.1% | +24.6% |
| 5Y | +152.8% | +97.2% | +55.6% | +16.3% |
| 10Y | +583.6% | +163.0% | +420.6% | +133.6% |
| All | +1,630.3% | +256.4% | +1,374.0% | +407.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling