+459.5%
JPM vs FE
+123.7%
+335.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | +3.4% | +3.9% | -0.4% | +2.1% |
| 3M | -5.7% | -0.1% | -5.6% | -5.7% |
| 6M | +13.5% | +6.1% | +7.4% | +11.0% |
| YTD | +8.4% | +8.1% | +0.4% | +5.0% |
| 1Y | +9.1% | +4.4% | +4.6% | +6.8% |
| 3Y | +149.5% | +49.0% | +100.5% | +111.6% |
| 5Y | +132.6% | +46.1% | +86.5% | +95.9% |
| All | +459.5% | +123.7% | +335.8% | +382.0% |
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