+11,186.3%
JPM vs EFX
+6,408.3%
+4,778.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.4% | +1.8% |
| 7D | +0.3% | -8.6% | +8.9% | +4.2% |
| 30D | -0.2% | +0.1% | -0.3% | -0.6% |
| 3M | +15.9% | +3.8% | +12.0% | +12.2% |
| 6M | +20.9% | -13.5% | +34.5% | +25.9% |
| YTD | +12.9% | -17.7% | +30.5% | +18.8% |
| 1Y | +20.3% | -25.6% | +45.9% | +31.5% |
| 3Y | +160.9% | -12.1% | +173.0% | +150.7% |
| 5Y | +154.8% | -33.8% | +188.6% | +167.7% |
| 10Y | +591.1% | +45.1% | +545.9% | +363.2% |
| All | +11,186.3% | +6,408.3% | +4,778.0% | +2,050.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling