+506.0%
JPM vs F
+88.0%
+418.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.6% | +2.0% |
| 7D | +0.4% | -0.6% | +1.1% | +0.7% |
| 30D | +2.7% | +2.9% | -0.1% | +1.7% |
| 3M | -3.8% | -9.5% | +5.6% | -0.7% |
| 6M | +14.3% | +4.0% | +10.3% | +10.0% |
| YTD | +8.2% | -1.3% | +9.5% | +5.6% |
| 1Y | +11.0% | -1.9% | +12.9% | +8.6% |
| 3Y | +152.7% | +53.5% | +99.2% | +96.1% |
| 5Y | +130.8% | -15.1% | +146.0% | +117.1% |
| 10Y | +506.0% | +81.0% | +425.0% | +219.7% |
| All | +506.0% | +88.0% | +418.0% | +219.7% |
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