+10,478.8%
JPM vs F
+529.3%
+9,949.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -0.8% | +1.6% | -2.3% | -1.3% |
| 30D | +1.5% | +2.6% | -1.2% | +0.4% |
| 3M | -5.7% | -8.8% | +3.2% | -2.7% |
| 6M | +7.2% | +4.6% | +2.6% | +3.0% |
| YTD | +5.8% | -1.9% | +7.7% | +3.6% |
| 1Y | +8.8% | -0.8% | +9.5% | +6.0% |
| 3Y | +147.4% | +43.5% | +103.9% | +99.1% |
| 5Y | +125.3% | -12.1% | +137.4% | +107.7% |
| 10Y | +540.5% | +83.6% | +456.9% | +310.1% |
| All | +10,478.8% | +529.3% | +9,949.5% | +2,751.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling