+10.0%
JPM vs EXC
+2.3%
+7.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +2.7% | +9.0% | -6.3% | +3.1% |
| 3M | -4.5% | +3.3% | -7.7% | -4.5% |
| 6M | +14.3% | +5.7% | +8.6% | +14.7% |
| YTD | +8.2% | +7.3% | +0.9% | +9.2% |
| 1Y | +10.0% | +2.9% | +7.1% | +10.8% |
| All | +10.0% | +2.3% | +7.7% | +10.8% |
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