+162.6%
JPM vs ELF
-23.6%
+186.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | -1.1% |
| 7D | -0.4% | -1.2% | +0.8% | -0.3% |
| 30D | -1.1% | +5.9% | -7.0% | -1.5% |
| 3M | +14.1% | +99.5% | -85.4% | +9.1% |
| 6M | +23.3% | +26.5% | -3.2% | +21.0% |
| YTD | +11.3% | +37.2% | -25.9% | +8.5% |
| 1Y | +23.0% | -24.4% | +47.4% | +23.4% |
| 3Y | +162.6% | -23.3% | +185.9% | +151.9% |
| All | +162.6% | -23.6% | +186.2% | +151.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling