+583.6%
JPM vs EXPD
+308.0%
+275.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | -0.4% | -0.9% | +0.5% | 0.0% |
| 30D | -1.1% | +4.1% | -5.2% | -2.9% |
| 3M | +14.1% | +13.8% | +0.4% | +7.5% |
| 6M | +23.3% | +27.3% | -4.0% | +9.9% |
| YTD | +11.3% | +25.4% | -14.2% | -0.9% |
| 1Y | +23.0% | +54.4% | -31.4% | -1.2% |
| 3Y | +162.6% | +67.9% | +94.7% | +97.0% |
| 5Y | +152.8% | +59.2% | +93.6% | +88.7% |
| 10Y | +583.6% | +308.6% | +275.1% | +187.6% |
| All | +583.6% | +308.0% | +275.6% | +187.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling