+1,419.8%
JPM vs ET
+1,447.8%
-28.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -0.4% | +0.6% | -1.1% | -0.6% |
| 30D | -1.4% | +5.3% | -6.7% | -3.0% |
| 3M | +13.9% | +15.6% | -1.7% | +8.7% |
| 6M | +23.5% | +20.6% | +2.9% | +16.1% |
| YTD | +11.6% | +38.5% | -26.9% | +0.3% |
| 1Y | +21.4% | +35.7% | -14.4% | +9.7% |
| 3Y | +163.4% | +98.4% | +65.1% | +110.6% |
| 5Y | +152.5% | +245.3% | -92.8% | +68.0% |
| 10Y | +592.1% | +173.7% | +418.4% | +353.0% |
| All | +1,419.8% | +1,447.8% | -28.0% | +206.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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