+584.5%
JPM vs ELF
+317.0%
+267.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.9% |
| 7D | -0.4% | -6.8% | +6.4% | +0.4% |
| 30D | -1.4% | +5.1% | -6.5% | -2.2% |
| 3M | +13.9% | +79.8% | -65.8% | +5.1% |
| 6M | +23.5% | +29.7% | -6.2% | +18.2% |
| YTD | +11.6% | +31.6% | -20.0% | +6.1% |
| 1Y | +21.4% | -27.9% | +49.3% | +23.0% |
| 3Y | +163.4% | -26.4% | +189.9% | +148.5% |
| 5Y | +152.5% | +235.6% | -83.1% | +74.2% |
| All | +584.5% | +317.0% | +267.5% | +312.6% |
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