+20.3%
JPM vs EXPE
+40.7%
-20.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.8% |
| 7D | +0.3% | -9.5% | +9.8% | +1.2% |
| 30D | -0.2% | -6.6% | +6.5% | +0.4% |
| 3M | +15.9% | +31.4% | -15.5% | +12.8% |
| 6M | +20.9% | +35.2% | -14.2% | +17.1% |
| YTD | +12.9% | +5.8% | +7.1% | +11.2% |
| 1Y | +20.3% | +38.7% | -18.4% | +15.5% |
| All | +20.3% | +40.7% | -20.4% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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