+1,912.5%
JPM vs ELV
+2,409.5%
-497.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -0.9% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | -1.1% | +2.0% | -3.1% | -2.0% |
| 3M | +14.1% | -3.5% | +17.6% | +15.0% |
| 6M | +23.3% | +40.2% | -16.9% | +5.7% |
| YTD | +11.3% | +15.8% | -4.6% | +2.2% |
| 1Y | +23.0% | +33.2% | -10.2% | +5.7% |
| 3Y | +162.6% | -6.2% | +168.8% | +150.4% |
| 5Y | +152.8% | +16.4% | +136.3% | +111.5% |
| 10Y | +583.6% | +259.8% | +323.9% | +211.4% |
| All | +1,912.5% | +2,409.5% | -497.0% | +296.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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