+149.0%
JPM vs EL
+3.4%
+145.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +1.2% | +7.6% | -6.4% | +0.3% |
| 30D | +2.7% | +15.7% | -13.0% | +0.8% |
| 3M | -4.5% | +30.5% | -35.0% | -7.9% |
| 6M | +14.3% | +32.5% | -18.2% | +9.6% |
| YTD | +8.2% | +9.4% | -1.2% | +5.6% |
| 1Y | +10.0% | +28.4% | -18.3% | +4.9% |
| 3Y | +149.0% | +4.4% | +144.5% | +135.5% |
| All | +149.0% | +3.4% | +145.6% | +135.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling