+16.1%
JPM vs EXC
+1.0%
+15.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +4.2% |
| 7D | +3.8% | +3.3% | +0.5% | +3.8% |
| 30D | +6.5% | +13.3% | -6.8% | +7.0% |
| 3M | -1.0% | +1.8% | -2.9% | -1.4% |
| 6M | +15.5% | +1.1% | +14.4% | +14.5% |
| YTD | +11.4% | +9.0% | +2.4% | +12.5% |
| 1Y | +16.1% | +3.4% | +12.7% | +18.1% |
| All | +16.1% | +1.0% | +15.0% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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