+1,601.2%
JPM vs EXR
+2,662.2%
-1,061.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.3% |
| 7D | +0.3% | -2.6% | +2.8% | +1.7% |
| 30D | -0.2% | -7.2% | +7.0% | +4.0% |
| 3M | +15.9% | -3.5% | +19.4% | +17.7% |
| 6M | +20.9% | -5.3% | +26.2% | +23.8% |
| YTD | +12.9% | +9.4% | +3.5% | +6.2% |
| 1Y | +20.3% | +1.3% | +19.0% | +17.4% |
| 3Y | +160.9% | +22.4% | +138.5% | +115.6% |
| 5Y | +154.8% | -12.2% | +167.1% | +141.2% |
| 10Y | +591.1% | +148.6% | +442.5% | +202.6% |
| All | +1,601.2% | +2,662.2% | -1,061.1% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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