+1,530.7%
JPM vs EXR
+3,114.4%
-1,583.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +1.9% |
| 7D | +0.4% | +2.7% | -2.2% | -1.0% |
| 30D | +2.7% | +18.9% | -16.2% | -6.7% |
| 3M | -3.8% | +8.4% | -12.2% | -8.2% |
| 6M | +14.3% | +14.3% | 0.0% | +5.5% |
| YTD | +8.2% | +27.2% | -19.0% | -6.5% |
| 1Y | +11.0% | +25.9% | -15.0% | -3.6% |
| 3Y | +152.7% | +54.6% | +98.0% | +84.1% |
| 5Y | +130.8% | -0.6% | +131.4% | +105.1% |
| 10Y | +506.0% | +208.5% | +297.5% | +135.0% |
| All | +1,530.7% | +3,114.4% | -1,583.7% | +17.1% |
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