+592.1%
JPM vs F
+80.8%
+511.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.3% | +1.8% |
| 7D | -0.4% | -4.9% | +4.5% | +1.3% |
| 30D | -1.4% | -2.9% | +1.5% | -0.6% |
| 3M | +13.9% | -9.1% | +23.0% | +17.3% |
| 6M | +23.5% | +12.9% | +10.6% | +15.2% |
| YTD | +11.6% | +6.1% | +5.6% | +6.3% |
| 1Y | +21.4% | +22.5% | -1.1% | +8.3% |
| 3Y | +163.4% | +32.1% | +131.4% | +117.9% |
| 5Y | +152.5% | +43.7% | +108.8% | +82.7% |
| 10Y | +592.1% | +84.1% | +508.0% | +253.8% |
| All | +592.1% | +80.8% | +511.4% | +253.8% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 10y: compounded portfolio wealth divided by compounded F 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…
10y analysis · Full analysis span regression · 6 months rolling