+152.5%
JPM vs EL
-68.4%
+220.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.9% |
| 7D | -0.4% | -2.4% | +1.9% | 0.0% |
| 30D | -1.4% | +13.7% | -15.1% | -4.1% |
| 3M | +13.9% | +14.5% | -0.5% | +10.5% |
| 6M | +23.5% | +7.4% | +16.1% | +20.5% |
| YTD | +11.6% | -4.7% | +16.3% | +10.7% |
| 1Y | +21.4% | +12.9% | +8.4% | +15.6% |
| 3Y | +163.4% | -32.2% | +195.7% | +171.8% |
| 5Y | +152.5% | -68.4% | +220.9% | +242.6% |
| All | +152.5% | -68.4% | +220.9% | +242.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling