+152.5%
JPM vs ETR
+122.8%
+29.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.7% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | -1.4% | +2.0% | -3.5% | -2.0% |
| 3M | +13.9% | -1.7% | +15.6% | +14.4% |
| 6M | +23.5% | +3.6% | +19.9% | +21.9% |
| YTD | +11.6% | +18.0% | -6.4% | +5.8% |
| 1Y | +21.4% | +26.2% | -4.9% | +12.7% |
| 3Y | +163.4% | +148.0% | +15.4% | +101.0% |
| 5Y | +152.5% | +126.1% | +26.5% | +93.2% |
| All | +152.5% | +122.8% | +29.7% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling