+11,186.3%
JPM vs EXPD
+30,859.1%
-19,672.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | +0.3% | -1.1% | +1.4% | +0.7% |
| 30D | -0.2% | +4.1% | -4.2% | -1.6% |
| 3M | +15.9% | +17.9% | -2.0% | +9.3% |
| 6M | +20.9% | +29.2% | -8.3% | +10.1% |
| YTD | +12.9% | +27.4% | -14.5% | +2.8% |
| 1Y | +20.3% | +56.8% | -36.5% | +1.5% |
| 3Y | +160.9% | +68.0% | +92.9% | +111.9% |
| 5Y | +154.8% | +61.9% | +93.0% | +105.9% |
| 10Y | +591.1% | +316.0% | +275.1% | +304.3% |
| All | +11,186.3% | +30,859.1% | -19,672.8% | +3,337.7% |
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