+131.0%
JPM vs EXPE
+39.0%
+92.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | +1.2% | -11.2% | +12.4% | +3.5% |
| 30D | +2.7% | -7.5% | +10.2% | +4.0% |
| 3M | -4.5% | -19.1% | +14.6% | -0.9% |
| 6M | +14.3% | +10.7% | +3.6% | +10.6% |
| YTD | +8.2% | -9.9% | +18.1% | +8.0% |
| 1Y | +10.0% | -4.6% | +14.6% | +8.3% |
| 3Y | +149.0% | +116.8% | +32.2% | +95.7% |
| All | +131.0% | +39.0% | +92.0% | +91.8% |
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