+156.4%
JPM vs EXC
+47.6%
+108.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.7% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | -0.2% | -3.7% | +3.6% | +0.5% |
| 3M | +15.9% | -1.3% | +17.2% | +16.0% |
| 6M | +20.9% | -9.7% | +30.7% | +23.1% |
| YTD | +12.9% | +2.9% | +10.0% | +11.5% |
| 1Y | +20.3% | +4.4% | +15.9% | +18.2% |
| 3Y | +160.9% | +22.2% | +138.7% | +142.3% |
| All | +156.4% | +47.6% | +108.8% | +129.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling