+135.3%
JPM vs EFX
-30.1%
+165.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.7% |
| 3M | -4.2% | +1.7% | -5.8% | -4.9% |
| 6M | +16.4% | +18.4% | -2.0% | +10.9% |
| YTD | +9.5% | -12.5% | +22.0% | +11.4% |
| 1Y | +14.0% | -8.1% | +22.1% | +14.5% |
| 3Y | +153.1% | +4.8% | +148.3% | +134.2% |
| All | +135.3% | -30.1% | +165.4% | +136.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling