+481.0%
JPM vs EW
+242.2%
+238.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.1% |
| 7D | -2.5% | +6.5% | -9.0% | -4.2% |
| 30D | +2.7% | +22.5% | -19.8% | -3.1% |
| 3M | -4.7% | +13.0% | -17.7% | -8.1% |
| 6M | +15.6% | +37.1% | -21.6% | +5.1% |
| YTD | +8.6% | +24.1% | -15.5% | +1.3% |
| 1Y | +10.9% | +24.2% | -13.4% | +3.4% |
| 3Y | +149.9% | +64.8% | +85.1% | +102.3% |
| 5Y | +131.9% | -7.4% | +139.4% | +123.7% |
| 10Y | +481.0% | +248.8% | +232.2% | +301.2% |
| All | +481.0% | +242.2% | +238.8% | +301.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling