+1,648.0%
JPM vs EXPE
+851.4%
+796.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.4% |
| 7D | +0.3% | -9.5% | +9.8% | +3.5% |
| 30D | -0.2% | -6.6% | +6.5% | +1.8% |
| 3M | +15.9% | +31.4% | -15.5% | +5.0% |
| 6M | +20.9% | +35.2% | -14.2% | +7.2% |
| YTD | +12.9% | +5.8% | +7.1% | +7.2% |
| 1Y | +20.3% | +38.7% | -18.4% | +3.1% |
| 3Y | +160.9% | +175.8% | -14.8% | +67.3% |
| 5Y | +154.8% | +111.8% | +43.0% | +66.7% |
| 10Y | +591.1% | +179.7% | +411.4% | +262.3% |
| All | +1,648.0% | +851.4% | +796.6% | +218.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling