+11,186.3%
JPM vs F
+639.5%
+10,546.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.5% |
| 7D | +0.3% | +5.3% | -5.0% | -1.7% |
| 30D | -0.2% | +4.6% | -4.8% | -2.1% |
| 3M | +15.9% | -3.7% | +19.5% | +16.8% |
| 6M | +20.9% | +16.8% | +4.1% | +11.3% |
| YTD | +12.9% | +15.3% | -2.4% | +4.1% |
| 1Y | +20.3% | +31.0% | -10.7% | +4.7% |
| 3Y | +160.9% | +45.4% | +115.5% | +108.7% |
| 5Y | +154.8% | +54.7% | +100.2% | +86.6% |
| 10Y | +591.1% | +98.2% | +492.9% | +330.5% |
| All | +11,186.3% | +639.5% | +10,546.7% | +2,764.6% |
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