+152.5%
JPM vs FANG
+232.6%
-80.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.7% | +2.9% | -3.6% | -1.3% |
| 30D | -2.5% | +2.6% | -5.1% | -3.1% |
| 3M | +14.1% | +7.6% | +6.6% | +11.8% |
| 6M | +25.1% | +17.3% | +7.8% | +19.0% |
| YTD | +12.1% | +38.7% | -26.6% | +1.8% |
| 1Y | +18.8% | +51.6% | -32.8% | +5.0% |
| 3Y | +163.4% | +50.0% | +113.5% | +129.3% |
| All | +152.5% | +232.6% | -80.1% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 5y: compounded portfolio wealth divided by compounded FANG 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…
5y analysis · Full analysis span regression · 6 months rolling