+10,718.8%
JPM vs FDX
+4,201.0%
+6,517.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +0.6% |
| 7D | +0.4% | +0.2% | +0.3% | +0.4% |
| 30D | +2.7% | +9.3% | -6.6% | -1.5% |
| 3M | -3.8% | +0.5% | -4.3% | -4.4% |
| 6M | +14.3% | +5.3% | +9.0% | +10.5% |
| YTD | +8.2% | +38.6% | -30.4% | -8.6% |
| 1Y | +11.0% | +53.5% | -42.6% | -10.8% |
| 3Y | +152.7% | +74.2% | +78.4% | +82.2% |
| 5Y | +130.8% | +75.3% | +55.5% | +57.2% |
| 10Y | +506.0% | +156.3% | +349.7% | +213.4% |
| All | +10,718.8% | +4,201.0% | +6,517.8% | +1,615.6% |
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