+14.0%
JPM vs EWT
+56.8%
-42.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.8% | +1.0% |
| 7D | +3.5% | +9.1% | -5.6% | +2.1% |
| 30D | +3.3% | -12.2% | +15.5% | +4.7% |
| 3M | -4.2% | -9.4% | +5.2% | -3.2% |
| 6M | +16.4% | +2.7% | +13.7% | +13.2% |
| YTD | +9.5% | +53.3% | -43.8% | -6.1% |
| 1Y | +14.0% | +59.2% | -45.2% | -3.0% |
| All | +14.0% | +56.8% | -42.8% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling