+10,848.8%
JPM vs ETR
+4,604.0%
+6,244.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +3.5% | +1.2% | +2.3% | +3.0% |
| 30D | +3.3% | +7.0% | -3.8% | +0.6% |
| 3M | -4.2% | +4.6% | -8.8% | -5.9% |
| 6M | +16.4% | +0.1% | +16.3% | +16.1% |
| YTD | +9.5% | +23.2% | -13.7% | 0.0% |
| 1Y | +14.0% | +20.6% | -6.6% | +5.0% |
| 3Y | +153.1% | +156.3% | -3.2% | +69.4% |
| 5Y | +134.9% | +159.6% | -24.8% | +53.8% |
| 10Y | +485.7% | +377.1% | +108.7% | +197.2% |
| All | +10,848.8% | +4,604.0% | +6,244.8% | +2,001.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling