+124.0%
JPM vs FE
+42.2%
+81.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | -0.8% | -1.0% | +0.3% | -0.5% |
| 30D | +1.5% | +4.1% | -2.7% | +0.6% |
| 3M | -5.7% | -1.0% | -4.6% | -5.5% |
| 6M | +7.2% | +4.0% | +3.2% | +6.2% |
| YTD | +5.8% | +6.8% | -1.0% | +3.7% |
| 1Y | +8.8% | +5.3% | +3.5% | +7.0% |
| 3Y | +147.4% | +44.6% | +102.8% | +119.7% |
| All | +124.0% | +42.2% | +81.8% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling