+1,059.5%
JPM vs EW
+8,139.5%
-7,080.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +1.6% |
| 7D | +0.4% | +12.3% | -11.8% | -2.7% |
| 30D | +2.7% | +22.9% | -20.2% | -3.0% |
| 3M | -3.8% | +16.7% | -20.5% | -8.1% |
| 6M | +14.3% | +31.0% | -16.6% | +5.6% |
| YTD | +8.2% | +22.8% | -14.6% | +1.4% |
| 1Y | +11.0% | +25.6% | -14.6% | +3.3% |
| 3Y | +152.7% | +62.0% | +90.7% | +109.9% |
| 5Y | +130.8% | -12.8% | +143.6% | +124.1% |
| 10Y | +506.0% | +239.8% | +266.2% | +288.7% |
| All | +1,059.5% | +8,139.5% | -7,080.0% | +202.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling