+481.0%
JPM vs EXPE
+121.2%
+359.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.3% |
| 7D | -2.5% | -17.8% | +15.3% | +2.6% |
| 30D | +2.7% | -3.2% | +6.0% | +3.1% |
| 3M | -4.7% | -19.0% | +14.3% | 0.0% |
| 6M | +15.6% | +17.7% | -2.2% | +8.5% |
| YTD | +8.6% | -7.8% | +16.4% | +7.3% |
| 1Y | +10.9% | -1.4% | +12.3% | +7.2% |
| 3Y | +149.9% | +121.9% | +28.0% | +80.2% |
| 5Y | +131.9% | +44.3% | +87.7% | +81.2% |
| 10Y | +481.0% | +125.4% | +355.6% | +216.1% |
| All | +481.0% | +121.2% | +359.8% | +216.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling