+162.3%
JPM vs EXE
+17.8%
+144.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | -0.4% | -2.7% | +2.3% | +0.1% |
| 30D | -1.4% | -0.4% | -1.0% | -1.4% |
| 3M | +13.9% | +9.5% | +4.5% | +11.7% |
| 6M | +23.5% | -9.3% | +32.9% | +25.7% |
| YTD | +11.6% | -10.9% | +22.6% | +13.8% |
| 1Y | +21.4% | +4.3% | +17.1% | +17.8% |
| All | +162.3% | +17.8% | +144.5% | +143.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling