+3,448.5%
JPM vs FDS
+9,502.8%
-6,054.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | +0.4% |
| 7D | +0.3% | -1.9% | +2.2% | +1.0% |
| 30D | -0.2% | +9.0% | -9.2% | -3.7% |
| 3M | +15.9% | +18.9% | -3.0% | +6.5% |
| 6M | +20.9% | +35.1% | -14.2% | +3.9% |
| YTD | +12.9% | +5.5% | +7.4% | +5.7% |
| 1Y | +20.3% | -16.8% | +37.1% | +22.5% |
| 3Y | +160.9% | -28.1% | +189.0% | +178.5% |
| 5Y | +154.8% | -17.4% | +172.3% | +152.4% |
| 10Y | +591.1% | +85.4% | +505.7% | +378.5% |
| All | +3,448.5% | +9,502.8% | -6,054.3% | +742.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling