+465.0%
JPM vs ELF
+332.6%
+132.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +0.5% |
| 7D | +3.5% | +1.6% | +1.9% | +3.3% |
| 30D | +3.3% | +9.1% | -5.9% | +2.0% |
| 3M | -4.2% | +28.2% | -32.4% | -7.4% |
| 6M | +16.4% | +119.5% | -103.1% | +4.2% |
| YTD | +9.5% | +55.2% | -45.6% | +1.7% |
| 1Y | +14.0% | +58.6% | -44.6% | +5.5% |
| 3Y | +153.1% | +21.3% | +131.8% | +121.2% |
| 5Y | +134.9% | +276.2% | -141.3% | +59.3% |
| All | +465.0% | +332.6% | +132.3% | +231.3% |
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