+10,718.5%
JPM vs EFX
+6,819.2%
+3,899.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.2% | +0.3% | +0.9% | +1.1% |
| 30D | +2.7% | +29.1% | -26.4% | -8.7% |
| 3M | -4.5% | +4.3% | -8.7% | -7.4% |
| 6M | +14.3% | +7.7% | +6.6% | +7.6% |
| YTD | +8.2% | -12.5% | +20.7% | +9.8% |
| 1Y | +10.0% | -8.8% | +18.9% | +9.6% |
| 3Y | +149.0% | +4.3% | +144.6% | +120.0% |
| 5Y | +131.0% | -29.4% | +160.4% | +134.4% |
| 10Y | +479.1% | +78.1% | +401.0% | +250.5% |
| All | +10,718.5% | +6,819.2% | +3,899.3% | +1,887.9% |
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