+149.0%
JPM vs FDS
-24.9%
+173.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +1.2% | -2.0% | +3.2% | +1.4% |
| 30D | +2.7% | +13.5% | -10.8% | +1.6% |
| 3M | -4.5% | +15.2% | -19.6% | -5.7% |
| 6M | +14.3% | +47.0% | -32.7% | +9.3% |
| YTD | +8.2% | +13.9% | -5.7% | +8.6% |
| 1Y | +10.0% | +25.2% | -15.1% | +7.6% |
| 3Y | +149.0% | -25.3% | +174.3% | +182.9% |
| All | +149.0% | -24.9% | +173.9% | +182.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling