+21.4%
JPM vs EXPE
+26.5%
-5.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -0.4% | -11.5% | +11.1% | +0.7% |
| 30D | -1.4% | -13.1% | +11.7% | -0.2% |
| 3M | +13.9% | +18.1% | -4.2% | +12.1% |
| 6M | +23.5% | +13.3% | +10.3% | +21.6% |
| YTD | +11.6% | -3.2% | +14.9% | +10.8% |
| 1Y | +21.4% | +26.1% | -4.8% | +17.7% |
| All | +21.4% | +26.5% | -5.1% | +17.7% |
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 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