+585.7%
JPM vs EL
+25.3%
+560.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.3% |
| 7D | -2.3% | -4.4% | +2.0% | -1.2% |
| 30D | -2.3% | +10.3% | -12.6% | -5.6% |
| 3M | +14.9% | +13.4% | +1.5% | +9.9% |
| 6M | +23.6% | +3.1% | +20.6% | +20.3% |
| YTD | +11.3% | -6.9% | +18.2% | +10.3% |
| 1Y | +19.9% | +11.9% | +8.0% | +11.4% |
| 3Y | +162.6% | -33.8% | +196.4% | +173.4% |
| 5Y | +154.6% | -69.0% | +223.6% | +257.2% |
| All | +585.7% | +25.3% | +560.4% | +508.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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