+592.1%
JPM vs EW
+121.7%
+470.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.5% |
| 7D | -0.4% | -5.1% | +4.7% | +1.0% |
| 30D | -1.4% | -6.4% | +4.9% | +0.4% |
| 3M | +13.9% | -1.6% | +15.5% | +14.2% |
| 6M | +23.5% | +2.3% | +21.2% | +22.2% |
| YTD | +11.6% | +1.1% | +10.6% | +10.6% |
| 1Y | +21.4% | +8.0% | +13.4% | +17.8% |
| 3Y | +163.4% | +16.3% | +147.1% | +138.5% |
| 5Y | +152.5% | -29.4% | +181.9% | +163.8% |
| 10Y | +592.1% | +125.6% | +466.5% | +416.2% |
| All | +592.1% | +121.7% | +470.5% | +416.2% |
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