+582.3%
JPM vs ELF
+299.0%
+283.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.2% |
| 7D | -2.3% | -10.8% | +8.5% | -1.0% |
| 30D | -2.3% | +0.8% | -3.2% | -2.6% |
| 3M | +14.9% | +64.8% | -49.9% | +7.1% |
| 6M | +23.6% | +19.0% | +4.7% | +19.7% |
| YTD | +11.3% | +25.9% | -14.6% | +6.3% |
| 1Y | +19.9% | -28.8% | +48.7% | +21.6% |
| 3Y | +162.6% | -29.6% | +192.2% | +149.0% |
| 5Y | +154.6% | +216.2% | -61.6% | +77.1% |
| All | +582.3% | +299.0% | +283.3% | +313.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling