+135.3%
JPM vs FE
+47.0%
+88.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | +3.5% | +1.2% | +2.3% | +3.2% |
| 30D | +3.3% | +4.5% | -1.3% | +2.2% |
| 3M | -4.2% | +1.3% | -5.5% | -4.5% |
| 6M | +16.4% | +8.7% | +7.7% | +14.1% |
| YTD | +9.5% | +9.2% | +0.3% | +6.8% |
| 1Y | +14.0% | +7.0% | +7.0% | +11.8% |
| 3Y | +153.1% | +51.4% | +101.7% | +121.7% |
| All | +135.3% | +47.0% | +88.3% | +104.0% |
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 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