+16.1%
JPM vs ETR
+18.4%
-2.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.4% | +3.7% |
| 7D | +3.8% | +3.7% | 0.0% | +3.2% |
| 30D | +6.5% | +11.0% | -4.5% | +4.8% |
| 3M | -1.0% | +3.4% | -4.4% | -1.7% |
| 6M | +15.5% | -3.3% | +18.8% | +15.0% |
| YTD | +11.4% | +23.3% | -11.9% | +6.9% |
| 1Y | +16.1% | +19.2% | -3.1% | +13.1% |
| All | +16.1% | +18.4% | -2.3% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling