+152.5%
JPM vs ETN
+185.4%
-32.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | -0.6% |
| 7D | -0.7% | +3.5% | -4.2% | -1.9% |
| 30D | -2.5% | -7.5% | +5.1% | 0.0% |
| 3M | +14.1% | +8.3% | +5.8% | +9.5% |
| 6M | +25.1% | +20.2% | +4.9% | +14.1% |
| YTD | +12.1% | +34.7% | -22.5% | -2.8% |
| 1Y | +18.8% | +19.4% | -0.6% | +7.7% |
| 3Y | +163.4% | +85.5% | +77.9% | +85.3% |
| All | +152.5% | +185.4% | -32.8% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling