+11,186.3%
JPM vs ETR
+4,412.2%
+6,774.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.8% |
| 7D | +0.3% | +1.4% | -1.2% | -0.3% |
| 30D | -0.2% | +1.0% | -1.1% | -0.6% |
| 3M | +15.9% | -1.3% | +17.1% | +16.3% |
| 6M | +20.9% | +1.9% | +19.1% | +19.4% |
| YTD | +12.9% | +18.2% | -5.3% | +4.8% |
| 1Y | +20.3% | +24.7% | -4.4% | +9.2% |
| 3Y | +160.9% | +150.7% | +10.3% | +76.0% |
| 5Y | +154.8% | +127.0% | +27.8% | +75.8% |
| 10Y | +591.1% | +295.5% | +295.6% | +276.3% |
| All | +11,186.3% | +4,412.2% | +6,774.0% | +2,102.5% |
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