+152.8%
JPM vs FDS
-20.4%
+173.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | -0.7% |
| 7D | -0.4% | -5.4% | +5.0% | +0.6% |
| 30D | -1.1% | +1.6% | -2.7% | -1.5% |
| 3M | +14.1% | +17.7% | -3.6% | +10.1% |
| 6M | +23.3% | +29.1% | -5.8% | +15.5% |
| YTD | +11.3% | +1.0% | +10.3% | +11.2% |
| 1Y | +23.0% | -21.6% | +44.6% | +33.1% |
| 3Y | +162.6% | -30.1% | +192.7% | +193.0% |
| 5Y | +152.8% | -20.7% | +173.5% | +181.0% |
| All | +152.8% | -20.4% | +173.2% | +181.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling