+465.0%
JPM vs EXC
+205.3%
+259.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.4% |
| 7D | +3.5% | +1.4% | +2.1% | +2.9% |
| 30D | +3.3% | +8.6% | -5.3% | -0.3% |
| 3M | -4.2% | +2.4% | -6.6% | -5.2% |
| 6M | +16.4% | +6.5% | +9.9% | +12.8% |
| YTD | +9.5% | +9.0% | +0.5% | +4.3% |
| 1Y | +14.0% | +4.6% | +9.4% | +10.5% |
| 3Y | +153.1% | +33.5% | +119.6% | +113.7% |
| 5Y | +134.9% | +41.4% | +93.5% | +87.4% |
| All | +465.0% | +205.3% | +259.7% | +279.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling