+4,052.6%
JPM vs EL
+1,800.1%
+2,252.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | +0.4% |
| 7D | +1.6% | +2.7% | -1.0% | +0.6% |
| 30D | +3.4% | +10.8% | -7.4% | -0.6% |
| 3M | -5.7% | +26.5% | -32.1% | -14.7% |
| 6M | +13.5% | +31.1% | -17.6% | +0.3% |
| YTD | +8.4% | +6.6% | +1.8% | +1.1% |
| 1Y | +9.1% | +21.8% | -12.8% | -3.8% |
| 3Y | +149.5% | +1.8% | +147.7% | +115.0% |
| 5Y | +132.6% | -65.6% | +198.2% | +202.2% |
| 10Y | +480.0% | +60.3% | +419.7% | +271.0% |
| All | +4,052.6% | +1,800.1% | +2,252.5% | +906.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling