+1,124.3%
JPM vs FANG
+1,416.0%
-291.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.7% |
| 7D | -2.3% | +1.2% | -3.6% | -2.6% |
| 30D | -2.3% | +2.4% | -4.7% | -3.0% |
| 3M | +14.9% | +5.1% | +9.8% | +13.0% |
| 6M | +23.6% | +16.4% | +7.2% | +17.8% |
| YTD | +11.3% | +39.0% | -27.7% | +1.1% |
| 1Y | +19.9% | +50.6% | -30.7% | +6.4% |
| 3Y | +162.6% | +46.9% | +115.7% | +130.4% |
| 5Y | +154.6% | +238.2% | -83.6% | +75.6% |
| 10Y | +589.9% | +181.3% | +408.6% | +306.9% |
| All | +1,124.3% | +1,416.0% | -291.6% | +395.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling