+135.3%
JPM vs ETR
+157.6%
-22.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +3.5% | +1.2% | +2.3% | +3.2% |
| 30D | +3.3% | +7.0% | -3.8% | +1.3% |
| 3M | -4.2% | +4.6% | -8.8% | -5.4% |
| 6M | +16.4% | +0.1% | +16.3% | +16.2% |
| YTD | +9.5% | +23.2% | -13.7% | +2.3% |
| 1Y | +14.0% | +20.6% | -6.6% | +7.2% |
| 3Y | +153.1% | +156.3% | -3.2% | +88.0% |
| All | +135.3% | +157.6% | -22.3% | +74.3% |
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