+153.1%
JPM vs F
+45.8%
+107.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +3.5% | -3.1% | +6.6% | +4.2% |
| 30D | +3.3% | 0.0% | +3.2% | +3.3% |
| 3M | -4.2% | -13.2% | +9.0% | -1.6% |
| 6M | +16.4% | -10.2% | +26.6% | +17.6% |
| YTD | +9.5% | -4.9% | +14.4% | +8.6% |
| 1Y | +14.0% | -6.1% | +20.1% | +13.4% |
| 3Y | +153.1% | +46.0% | +107.1% | +123.4% |
| All | +153.1% | +45.8% | +107.3% | +123.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling