+492.5%
JPM vs FE
+107.2%
+385.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -0.8% | 0.0% | -0.7% | -0.7% |
| 30D | +1.5% | +5.2% | -3.7% | -0.2% |
| 3M | -5.7% | 0.0% | -5.6% | -5.7% |
| 6M | +7.2% | +5.0% | +2.2% | +5.3% |
| YTD | +5.8% | +7.9% | -2.1% | +2.6% |
| 1Y | +8.8% | +6.3% | +2.4% | +5.9% |
| 3Y | +147.4% | +46.0% | +101.4% | +111.9% |
| 5Y | +125.3% | +45.6% | +79.7% | +90.5% |
| All | +492.5% | +107.2% | +385.4% | +410.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling