+13.9%
JPM vs ETN
+2.3%
+11.7%
-3.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.5% |
| 7D | -0.4% | +6.2% | -6.7% | -1.0% |
| 30D | -1.4% | -6.7% | +5.3% | -0.7% |
| 3M | +13.9% | +3.6% | +10.3% | +13.0% |
| All | +13.9% | +2.3% | +11.7% | +13.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling