+21.0%
JPM vs EXC
+5.9%
+15.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.4% |
| 7D | -0.4% | +1.2% | -1.6% | -0.3% |
| 30D | -1.1% | -2.7% | +1.6% | -1.4% |
| 3M | +14.1% | -1.0% | +15.1% | +14.0% |
| 6M | +23.3% | -9.3% | +32.6% | +21.3% |
| YTD | +11.3% | +3.6% | +7.6% | +11.8% |
| All | +21.0% | +5.9% | +15.0% | +22.6% |
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