+590.9%
JPM vs ETN
+730.7%
-139.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | -1.3% |
| 7D | -0.7% | +3.5% | -4.2% | -2.6% |
| 30D | -2.5% | -7.5% | +5.1% | +1.2% |
| 3M | +14.1% | +8.3% | +5.8% | +7.2% |
| 6M | +25.1% | +20.2% | +4.9% | +9.1% |
| YTD | +12.1% | +34.7% | -22.5% | -9.0% |
| 1Y | +18.8% | +19.4% | -0.6% | +2.5% |
| 3Y | +163.4% | +85.5% | +77.9% | +60.5% |
| 5Y | +156.5% | +186.6% | -30.0% | +12.2% |
| All | +590.9% | +730.7% | -139.8% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 10y: compounded portfolio wealth divided by compounded ETN 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…
10y analysis · Full analysis span regression · 6 months rolling