+592.1%
JPM vs FDS
+72.8%
+519.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.5% |
| 7D | -0.4% | -8.8% | +8.4% | +2.7% |
| 30D | -1.4% | -1.4% | 0.0% | -1.2% |
| 3M | +13.9% | +13.9% | +0.1% | +7.3% |
| 6M | +23.5% | +27.4% | -3.9% | +9.6% |
| YTD | +11.6% | -2.5% | +14.1% | +9.5% |
| 1Y | +21.4% | -23.8% | +45.2% | +31.4% |
| 3Y | +163.4% | -32.5% | +195.9% | +196.8% |
| 5Y | +152.5% | -23.2% | +175.7% | +159.8% |
| 10Y | +592.1% | +76.4% | +515.7% | +356.2% |
| All | +592.1% | +72.8% | +519.3% | +356.2% |
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