+583.6%
JPM vs FE
+113.1%
+470.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -0.4% | +0.6% | -1.0% | -0.6% |
| 30D | -1.1% | -2.1% | +1.0% | -0.4% |
| 3M | +14.1% | +2.6% | +11.5% | +13.0% |
| 6M | +23.3% | -6.8% | +30.1% | +25.9% |
| YTD | +11.3% | +6.9% | +4.4% | +8.3% |
| 1Y | +23.0% | +11.6% | +11.4% | +17.8% |
| 3Y | +162.6% | +47.7% | +114.8% | +124.3% |
| 5Y | +152.8% | +46.2% | +106.6% | +113.9% |
| 10Y | +583.6% | +109.2% | +474.5% | +491.0% |
| All | +583.6% | +113.1% | +470.5% | +491.0% |
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