+590.9%
JPM vs EFX
+42.6%
+548.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -0.7% | -4.5% | +3.9% | +0.7% |
| 30D | -2.5% | -6.1% | +3.6% | -0.9% |
| 3M | +14.1% | +6.2% | +7.9% | +11.0% |
| 6M | +25.1% | -11.2% | +36.3% | +27.8% |
| YTD | +12.1% | -21.4% | +33.5% | +18.3% |
| 1Y | +18.8% | -34.3% | +53.1% | +32.3% |
| 3Y | +163.4% | -12.5% | +175.9% | +155.2% |
| 5Y | +156.5% | -35.6% | +192.1% | +170.2% |
| All | +590.9% | +42.6% | +548.3% | +421.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling