+465.0%
JPM vs EWT
+448.9%
+16.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.8% | +0.9% |
| 7D | +3.5% | +9.1% | -5.6% | -1.4% |
| 30D | +3.3% | -12.2% | +15.5% | +9.7% |
| 3M | -4.2% | -9.4% | +5.2% | -0.3% |
| 6M | +16.4% | +2.7% | +13.7% | +10.2% |
| YTD | +9.5% | +53.3% | -43.8% | -20.3% |
| 1Y | +14.0% | +59.2% | -45.2% | -19.1% |
| 3Y | +153.1% | +157.1% | -4.0% | +23.6% |
| 5Y | +134.9% | +119.6% | +15.3% | +28.3% |
| All | +465.0% | +448.9% | +16.0% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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