+585.7%
JPM vs FDX
+182.3%
+403.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.6% |
| 7D | -2.3% | -3.9% | +1.5% | -0.9% |
| 30D | -2.3% | -3.3% | +1.0% | -1.2% |
| 3M | +14.9% | -2.0% | +16.9% | +15.3% |
| 6M | +23.6% | +8.0% | +15.6% | +18.9% |
| YTD | +11.3% | +35.0% | -23.7% | -2.0% |
| 1Y | +19.9% | +73.7% | -53.8% | -4.5% |
| 3Y | +162.6% | +61.6% | +101.0% | +106.5% |
| 5Y | +154.6% | +65.4% | +89.2% | +90.2% |
| All | +585.7% | +182.3% | +403.4% | +255.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FDX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling