+132.6%
JPM vs EXPD
+63.3%
+69.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.3% |
| 7D | +1.6% | +3.6% | -2.0% | +0.5% |
| 30D | +3.4% | +0.3% | +3.2% | +3.2% |
| 3M | -5.7% | +6.1% | -11.7% | -7.5% |
| 6M | +13.5% | +27.4% | -13.8% | +5.1% |
| YTD | +8.4% | +32.0% | -23.5% | -1.4% |
| 1Y | +9.1% | +40.5% | -31.5% | -2.9% |
| 3Y | +149.5% | +75.7% | +73.8% | +101.9% |
| 5Y | +132.6% | +61.7% | +70.9% | +81.2% |
| All | +132.6% | +63.3% | +69.3% | +81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling