+16.1%
JPM vs EQT
-3.4%
+19.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.2% | +7.4% | +4.1% |
| 7D | +3.8% | -6.6% | +10.4% | +3.7% |
| 30D | +6.5% | +2.7% | +3.7% | +6.3% |
| 3M | -1.0% | -0.2% | -0.9% | -1.2% |
| 6M | +15.5% | -10.6% | +26.1% | +15.3% |
| YTD | +11.4% | -1.2% | +12.5% | +10.4% |
| 1Y | +16.1% | -4.9% | +20.9% | +14.2% |
| All | +16.1% | -3.4% | +19.5% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 1y: compounded portfolio wealth divided by compounded EQT 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…
1y analysis · Full analysis span regression · 6 months rolling