+564.9%
JPM vs ELF
+373.0%
+191.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +0.4% |
| 7D | +1.6% | +3.4% | -1.7% | +1.2% |
| 30D | +3.4% | +5.0% | -1.5% | +2.7% |
| 3M | -5.7% | +22.6% | -28.2% | -8.3% |
| 6M | +13.5% | +104.0% | -90.5% | +2.7% |
| YTD | +8.4% | +49.3% | -40.9% | +1.3% |
| 1Y | +9.1% | +46.0% | -37.0% | +2.0% |
| 3Y | +149.5% | +19.4% | +130.1% | +118.5% |
| 5Y | +132.6% | +262.0% | -129.4% | +59.2% |
| 10Y | +480.0% | +320.5% | +159.6% | +243.5% |
| All | +564.9% | +373.0% | +191.9% | +293.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling