+11,026.4%
JPM vs EQT
+2,995.6%
+8,030.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -2.3% | -1.2% | -1.2% | -2.0% |
| 30D | -2.3% | +1.1% | -3.4% | -2.7% |
| 3M | +14.9% | +4.8% | +10.1% | +13.0% |
| 6M | +23.6% | -10.6% | +34.2% | +26.7% |
| YTD | +11.3% | +3.4% | +7.8% | +8.9% |
| 1Y | +19.9% | +8.7% | +11.2% | +15.2% |
| 3Y | +162.6% | +35.0% | +127.6% | +129.2% |
| 5Y | +154.6% | +204.2% | -49.6% | +60.1% |
| 10Y | +589.9% | +52.5% | +537.4% | +348.7% |
| All | +11,026.4% | +2,995.6% | +8,030.8% | +2,312.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling