+10,760.3%
JPM vs EXC
+2,464.5%
+8,295.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.5% | -1.4% | -1.1% | -1.9% |
| 30D | +2.7% | +8.3% | -5.6% | -0.6% |
| 3M | -4.7% | +2.6% | -7.3% | -5.8% |
| 6M | +15.6% | +5.2% | +10.4% | +12.7% |
| YTD | +8.6% | +7.5% | +1.1% | +4.4% |
| 1Y | +10.9% | +3.2% | +7.7% | +8.2% |
| 3Y | +149.9% | +29.5% | +120.4% | +117.5% |
| 5Y | +131.9% | +39.7% | +92.3% | +92.4% |
| 10Y | +481.0% | +200.1% | +280.9% | +243.9% |
| All | +10,760.3% | +2,464.5% | +8,295.8% | +3,064.7% |
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