+10.3%
JPM vs EFX
-5.6%
+16.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.0% | -4.3% |
| 7D | -1.8% | +8.1% | -9.9% | -2.5% |
| 30D | +1.8% | +36.0% | -34.2% | -1.1% |
| 3M | -5.6% | +9.6% | -15.2% | -6.6% |
| 6M | +10.1% | +14.7% | -4.7% | +8.0% |
| YTD | +6.7% | -9.9% | +16.6% | +10.4% |
| 1Y | +10.3% | -5.4% | +15.8% | +12.3% |
| All | +10.3% | -5.6% | +16.0% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling