+3,308.9%
JPM vs FDS
+10,448.9%
-7,140.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.2% |
| 7D | +1.6% | -2.6% | +4.2% | +2.6% |
| 30D | +3.4% | +14.1% | -10.6% | -2.0% |
| 3M | -5.7% | +19.8% | -25.4% | -13.0% |
| 6M | +13.5% | +55.0% | -41.4% | -7.5% |
| YTD | +8.4% | +15.9% | -7.5% | -2.9% |
| 1Y | +9.1% | +24.2% | -15.1% | -5.4% |
| 3Y | +149.5% | -24.0% | +173.5% | +159.0% |
| 5Y | +132.6% | -23.3% | +155.9% | +136.6% |
| 10Y | +480.0% | +128.0% | +352.0% | +267.7% |
| All | +3,308.9% | +10,448.9% | -7,140.0% | +673.5% |
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 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