+592.1%
JPM vs EIX
+19.9%
+572.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.3% |
| 7D | -0.4% | +4.1% | -4.5% | -1.7% |
| 30D | -1.4% | -15.3% | +13.9% | +2.1% |
| 3M | +13.9% | -18.4% | +32.4% | +19.1% |
| 6M | +23.5% | -16.8% | +40.4% | +28.0% |
| YTD | +11.6% | -0.6% | +12.2% | +8.2% |
| 1Y | +21.4% | +10.7% | +10.7% | +12.9% |
| 3Y | +163.4% | -4.5% | +167.9% | +151.8% |
| 5Y | +152.5% | +24.0% | +128.5% | +114.4% |
| 10Y | +592.1% | +22.9% | +569.2% | +479.6% |
| All | +592.1% | +19.9% | +572.2% | +479.6% |
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