+481.0%
JPM vs FE
+120.9%
+360.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -2.5% | -0.4% | -2.1% | -2.3% |
| 30D | +2.7% | +3.6% | -0.9% | +1.5% |
| 3M | -4.7% | +0.3% | -5.0% | -4.8% |
| 6M | +15.6% | +6.4% | +9.1% | +12.9% |
| YTD | +8.6% | +8.1% | +0.5% | +5.2% |
| 1Y | +10.9% | +4.6% | +6.3% | +8.6% |
| 3Y | +149.9% | +49.1% | +100.8% | +111.8% |
| 5Y | +131.9% | +46.1% | +85.8% | +95.3% |
| 10Y | +481.0% | +122.7% | +358.3% | +400.7% |
| All | +481.0% | +120.9% | +360.1% | +400.7% |
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