+151.0%
JPM vs EFX
+5.0%
+146.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.5% | -2.0% | -0.5% | -2.2% |
| 30D | +2.7% | +27.9% | -25.2% | -1.0% |
| 3M | -4.7% | +3.8% | -8.5% | -5.4% |
| 6M | +15.6% | +13.0% | +2.6% | +12.7% |
| YTD | +8.6% | -12.4% | +21.0% | +10.3% |
| 1Y | +10.9% | -10.4% | +21.3% | +12.2% |
| All | +151.0% | +5.0% | +146.0% | +136.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling