+152.8%
JPM vs EXPE
+89.5%
+63.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.9% | +6.5% | +0.1% |
| 7D | -0.4% | -9.8% | +9.4% | +1.6% |
| 30D | -1.1% | -11.5% | +10.4% | +1.1% |
| 3M | +14.1% | +21.7% | -7.6% | +9.0% |
| 6M | +23.3% | +10.4% | +12.9% | +19.6% |
| YTD | +11.3% | -2.5% | +13.8% | +9.9% |
| 1Y | +23.0% | +27.3% | -4.3% | +13.6% |
| 3Y | +162.6% | +153.5% | +9.0% | +101.5% |
| 5Y | +152.8% | +91.1% | +61.7% | +94.7% |
| All | +152.8% | +89.5% | +63.3% | +94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling