+1,603.0%
JPM vs EFV
+249.2%
+1,353.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.6% |
| 7D | +3.5% | +2.5% | +1.0% | +0.7% |
| 30D | +3.3% | +2.9% | +0.3% | +0.1% |
| 3M | -4.2% | -1.4% | -2.8% | -2.8% |
| 6M | +16.4% | +5.5% | +10.9% | +9.5% |
| YTD | +9.5% | +16.1% | -6.6% | -7.7% |
| 1Y | +14.0% | +20.3% | -6.3% | -7.5% |
| 3Y | +153.1% | +90.4% | +62.6% | +21.5% |
| 5Y | +134.9% | +93.5% | +41.4% | +10.3% |
| 10Y | +485.7% | +161.5% | +324.2% | +101.4% |
| All | +1,603.0% | +249.2% | +1,353.8% | +410.6% |
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