+10,478.8%
JPM vs EXPD
+30,172.0%
-19,693.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.4% | -0.1% |
| 7D | -0.8% | -7.2% | +6.4% | +1.7% |
| 30D | +1.5% | -3.3% | +4.8% | +2.5% |
| 3M | -5.7% | +3.4% | -9.0% | -6.9% |
| 6M | +7.2% | +22.7% | -15.5% | -0.5% |
| YTD | +5.8% | +24.5% | -18.7% | -3.1% |
| 1Y | +8.8% | +38.6% | -29.9% | -4.0% |
| 3Y | +147.4% | +71.5% | +75.9% | +99.4% |
| 5Y | +125.3% | +56.2% | +69.1% | +84.5% |
| 10Y | +540.5% | +310.5% | +230.1% | +276.1% |
| All | +10,478.8% | +30,172.0% | -19,693.2% | +3,142.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling