+10,742.2%
JPM vs FDX
+4,207.2%
+6,535.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.3% |
| 7D | +1.6% | +0.8% | +0.8% | +1.2% |
| 30D | +3.4% | +9.9% | -6.4% | -1.0% |
| 3M | -5.7% | -1.9% | -3.8% | -5.1% |
| 6M | +13.5% | +6.1% | +7.4% | +9.4% |
| YTD | +8.4% | +38.8% | -30.4% | -8.5% |
| 1Y | +9.1% | +50.0% | -40.9% | -11.3% |
| 3Y | +149.5% | +71.0% | +78.5% | +81.6% |
| 5Y | +132.6% | +72.5% | +60.1% | +59.7% |
| 10Y | +480.0% | +153.1% | +326.9% | +201.7% |
| All | +10,742.2% | +4,207.2% | +6,535.0% | +1,618.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling