+4,043.5%
JPM vs EL
+1,850.3%
+2,193.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +1.2% | +7.6% | -6.4% | -1.5% |
| 30D | +2.7% | +15.7% | -13.0% | -2.8% |
| 3M | -4.5% | +30.5% | -35.0% | -14.6% |
| 6M | +14.3% | +32.5% | -18.2% | +0.6% |
| YTD | +8.2% | +9.4% | -1.2% | -0.1% |
| 1Y | +10.0% | +28.4% | -18.3% | -4.8% |
| 3Y | +149.0% | +4.4% | +144.5% | +112.5% |
| 5Y | +131.0% | -64.5% | +195.5% | +196.8% |
| 10Y | +479.1% | +64.9% | +414.2% | +266.6% |
| All | +4,043.5% | +1,850.3% | +2,193.2% | +894.5% |
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 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