+192.4%
JPM vs EXE
+182.2%
+10.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.2% |
| 7D | -0.7% | -3.1% | +2.5% | 0.0% |
| 30D | -2.5% | -0.9% | -1.5% | -2.3% |
| 3M | +14.1% | +9.6% | +4.6% | +11.7% |
| 6M | +25.1% | -11.6% | +36.7% | +27.8% |
| YTD | +12.1% | -12.6% | +24.7% | +14.5% |
| 1Y | +18.8% | +1.2% | +17.6% | +16.9% |
| 3Y | +163.4% | +18.0% | +145.4% | +148.2% |
| 5Y | +156.5% | +101.1% | +55.4% | +110.4% |
| All | +192.4% | +182.2% | +10.2% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling