+590.9%
JPM vs EWT
+523.5%
+67.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.1% | -0.2% |
| 7D | -0.7% | -1.1% | +0.5% | -0.1% |
| 30D | -2.5% | +4.5% | -6.9% | -4.9% |
| 3M | +14.1% | +8.3% | +5.9% | +7.7% |
| 6M | +25.1% | +54.2% | -29.1% | -6.0% |
| YTD | +12.1% | +74.6% | -62.5% | -22.4% |
| 1Y | +18.8% | +84.9% | -66.1% | -21.1% |
| 3Y | +163.4% | +197.5% | -34.1% | +21.9% |
| 5Y | +156.5% | +150.6% | +6.0% | +33.6% |
| All | +590.9% | +523.5% | +67.3% | +97.4% |
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