+11,062.6%
JPM vs ETN
+20,265.8%
-9,203.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +1.2% |
| 7D | -0.4% | +6.2% | -6.7% | -3.9% |
| 30D | -1.4% | -6.7% | +5.3% | +2.0% |
| 3M | +13.9% | +3.6% | +10.3% | +9.2% |
| 6M | +23.5% | +18.3% | +5.2% | +8.3% |
| YTD | +11.6% | +31.5% | -19.8% | -8.5% |
| 1Y | +21.4% | +20.6% | +0.8% | +3.7% |
| 3Y | +163.4% | +82.5% | +80.9% | +66.4% |
| 5Y | +152.5% | +177.8% | -25.3% | +21.6% |
| 10Y | +592.1% | +705.0% | -112.9% | +75.9% |
| All | +11,062.6% | +20,265.8% | -9,203.2% | +465.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling