+10.9%
JPM vs FDS
+27.2%
-16.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | +0.4% |
| 7D | -2.5% | -2.1% | -0.3% | -2.5% |
| 30D | +2.7% | +16.0% | -13.3% | +2.7% |
| 3M | -4.7% | +18.8% | -23.5% | -4.5% |
| 6M | +15.6% | +54.1% | -38.6% | +15.7% |
| YTD | +8.6% | +17.0% | -8.4% | +10.0% |
| 1Y | +10.9% | +25.5% | -14.6% | +13.5% |
| All | +10.9% | +27.2% | -16.3% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling