+465.0%
JPM vs EFX
+80.5%
+384.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | +3.5% | -0.8% | +4.3% | +3.7% |
| 30D | +3.3% | +25.1% | -21.9% | -3.7% |
| 3M | -4.2% | +1.7% | -5.8% | -5.3% |
| 6M | +16.4% | +18.4% | -2.0% | +8.8% |
| YTD | +9.5% | -12.5% | +22.0% | +11.4% |
| 1Y | +14.0% | -8.1% | +22.1% | +14.1% |
| 3Y | +153.1% | +4.8% | +148.3% | +130.2% |
| 5Y | +134.9% | -30.1% | +165.0% | +141.9% |
| All | +465.0% | +80.5% | +384.5% | +299.6% |
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