+465.0%
JPM vs EW
+254.3%
+210.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.6% |
| 7D | +3.5% | +4.9% | -1.4% | +2.1% |
| 30D | +3.3% | +23.9% | -20.7% | -2.9% |
| 3M | -4.2% | +15.8% | -19.9% | -8.3% |
| 6M | +16.4% | +31.7% | -15.3% | +7.1% |
| YTD | +9.5% | +25.7% | -16.2% | +1.7% |
| 1Y | +14.0% | +24.4% | -10.4% | +6.2% |
| 3Y | +153.1% | +65.9% | +87.2% | +104.1% |
| 5Y | +134.9% | -7.6% | +142.5% | +127.0% |
| All | +465.0% | +254.3% | +210.6% | +275.6% |
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