+10.0%
JPM vs FE
+6.0%
+4.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +1.2% | -0.5% | +1.7% | +1.3% |
| 30D | +2.7% | +4.3% | -1.6% | +2.5% |
| 3M | -4.5% | +0.4% | -4.8% | -4.6% |
| 6M | +14.3% | +6.9% | +7.4% | +14.7% |
| YTD | +8.2% | +8.0% | +0.2% | +9.4% |
| 1Y | +10.0% | +4.8% | +5.2% | +11.7% |
| All | +10.0% | +6.0% | +4.0% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling