+152.8%
JPM vs EW
-28.5%
+181.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.8% |
| 7D | -0.4% | -4.4% | +4.0% | +0.4% |
| 30D | -1.1% | -3.3% | +2.2% | -0.5% |
| 3M | +14.1% | +1.0% | +13.1% | +13.8% |
| 6M | +23.3% | +6.2% | +17.1% | +21.6% |
| YTD | +11.3% | +1.7% | +9.5% | +10.5% |
| 1Y | +23.0% | +8.1% | +14.9% | +20.6% |
| 3Y | +162.6% | +17.1% | +145.5% | +144.2% |
| 5Y | +152.8% | -29.4% | +182.1% | +161.0% |
| All | +152.8% | -28.5% | +181.2% | +161.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling