+16.1%
JPM vs EXPD
+53.8%
-37.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.2% | +7.4% | +4.8% |
| 7D | +3.8% | +0.3% | +3.5% | +3.6% |
| 30D | +6.5% | +1.8% | +4.6% | +5.9% |
| 3M | -1.0% | +8.9% | -10.0% | -3.0% |
| 6M | +15.5% | +42.2% | -26.7% | +6.1% |
| YTD | +11.4% | +33.4% | -22.0% | +3.0% |
| 1Y | +16.1% | +47.2% | -31.1% | +4.8% |
| All | +16.1% | +53.8% | -37.7% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling