+481.0%
JPM vs FDS
+132.8%
+348.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.5% |
| 7D | -2.5% | -2.1% | -0.3% | -1.8% |
| 30D | +2.7% | +16.0% | -13.3% | -2.5% |
| 3M | -4.7% | +18.8% | -23.5% | -10.8% |
| 6M | +15.6% | +54.1% | -38.6% | -3.6% |
| YTD | +8.6% | +17.0% | -8.4% | -0.3% |
| 1Y | +10.9% | +25.5% | -14.6% | -1.8% |
| 3Y | +149.9% | -23.3% | +173.2% | +170.9% |
| 5Y | +131.9% | -22.6% | +154.6% | +145.2% |
| 10Y | +481.0% | +130.2% | +350.8% | +261.5% |
| All | +481.0% | +132.8% | +348.3% | +261.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling