+4,222.6%
JPM vs EL
+1,685.7%
+2,536.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -2.0% |
| 7D | +0.3% | +0.8% | -0.5% | -0.1% |
| 30D | -0.2% | +19.8% | -20.0% | -7.5% |
| 3M | +15.9% | +25.7% | -9.8% | +5.1% |
| 6M | +20.9% | +5.4% | +15.5% | +15.4% |
| YTD | +12.9% | +0.2% | +12.7% | +8.2% |
| 1Y | +20.3% | +20.4% | -0.1% | +6.2% |
| 3Y | +160.9% | -32.1% | +193.1% | +163.5% |
| 5Y | +154.8% | -67.2% | +222.0% | +237.5% |
| 10Y | +591.1% | +31.7% | +559.3% | +381.0% |
| All | +4,222.6% | +1,685.7% | +2,536.9% | +977.4% |
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