+592.1%
JPM vs EXPE
+153.6%
+438.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -0.4% | -11.5% | +11.1% | +2.9% |
| 30D | -1.4% | -13.1% | +11.7% | +2.2% |
| 3M | +13.9% | +18.1% | -4.2% | +7.8% |
| 6M | +23.5% | +13.3% | +10.3% | +17.6% |
| YTD | +11.6% | -3.2% | +14.9% | +9.7% |
| 1Y | +21.4% | +26.1% | -4.8% | +9.2% |
| 3Y | +163.4% | +151.7% | +11.7% | +83.4% |
| 5Y | +152.5% | +88.3% | +64.2% | +80.3% |
| 10Y | +592.1% | +158.0% | +434.1% | +273.7% |
| All | +592.1% | +153.6% | +438.5% | +273.7% |
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