+481.0%
JPM vs EIX
+34.4%
+446.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -2.5% | -2.5% | +0.1% | -1.7% |
| 30D | +2.7% | +7.7% | -5.0% | +0.4% |
| 3M | -4.7% | -12.9% | +8.2% | -2.1% |
| 6M | +15.6% | -12.7% | +28.2% | +18.1% |
| YTD | +8.6% | +5.5% | +3.2% | +3.3% |
| 1Y | +10.9% | +9.4% | +1.5% | +3.9% |
| 3Y | +149.9% | +9.7% | +140.2% | +127.0% |
| 5Y | +131.9% | +16.9% | +115.0% | +102.1% |
| 10Y | +481.0% | +34.3% | +446.7% | +385.8% |
| All | +481.0% | +34.4% | +446.6% | +385.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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