+10,718.5%
JPM vs EXC
+2,460.0%
+8,258.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +2.7% | +9.0% | -6.3% | -0.9% |
| 3M | -4.5% | +3.3% | -7.7% | -5.8% |
| 6M | +14.3% | +5.7% | +8.6% | +11.3% |
| YTD | +8.2% | +7.3% | +0.9% | +4.0% |
| 1Y | +10.0% | +2.9% | +7.1% | +7.5% |
| 3Y | +149.0% | +29.3% | +119.6% | +116.9% |
| 5Y | +131.0% | +40.1% | +91.0% | +91.5% |
| 10Y | +479.1% | +197.7% | +281.4% | +243.8% |
| All | +10,718.5% | +2,460.0% | +8,258.5% | +3,054.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling