+585.7%
JPM vs EXEL
+386.3%
+199.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -2.3% | -2.9% | +0.5% | -1.9% |
| 30D | -2.3% | +11.9% | -14.2% | -4.0% |
| 3M | +14.9% | +9.2% | +5.7% | +13.1% |
| 6M | +23.6% | +39.1% | -15.5% | +17.1% |
| YTD | +11.3% | +31.0% | -19.7% | +6.1% |
| 1Y | +19.9% | +52.3% | -32.4% | +11.3% |
| 3Y | +162.6% | +159.7% | +2.8% | +119.8% |
| 5Y | +154.6% | +187.7% | -33.1% | +106.3% |
| All | +585.7% | +386.3% | +199.4% | +401.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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