+151.0%
JPM vs EIX
+10.1%
+141.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -2.5% | -2.5% | +0.1% | -2.1% |
| 30D | +2.7% | +7.7% | -5.0% | +1.7% |
| 3M | -4.7% | -12.9% | +8.2% | -3.3% |
| 6M | +15.6% | -12.7% | +28.2% | +16.9% |
| YTD | +8.6% | +5.5% | +3.2% | +5.3% |
| 1Y | +10.9% | +9.4% | +1.5% | +6.6% |
| All | +151.0% | +10.1% | +141.0% | +134.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling