+1,530.6%
JPM vs EXR
+3,090.1%
-1,559.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | +1.2% | +1.7% | -0.5% | +0.3% |
| 30D | +2.7% | +18.0% | -15.3% | -6.3% |
| 3M | -4.5% | +9.7% | -14.1% | -9.4% |
| 6M | +14.3% | +13.4% | +0.9% | +5.9% |
| YTD | +8.2% | +26.3% | -18.1% | -6.1% |
| 1Y | +10.0% | +27.6% | -17.5% | -5.1% |
| 3Y | +149.0% | +52.2% | +96.8% | +83.1% |
| 5Y | +131.0% | -1.1% | +132.1% | +105.8% |
| 10Y | +479.1% | +216.8% | +262.3% | +120.7% |
| All | +1,530.6% | +3,090.1% | -1,559.4% | +17.6% |
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