+1,880.3%
JPM vs FE
+563.2%
+1,317.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -0.8% | 0.0% | -0.7% | -0.7% |
| 30D | +1.5% | +5.2% | -3.7% | -0.7% |
| 3M | -5.7% | 0.0% | -5.6% | -5.7% |
| 6M | +7.2% | +5.0% | +2.2% | +4.7% |
| YTD | +5.8% | +7.9% | -2.1% | +1.8% |
| 1Y | +8.8% | +6.3% | +2.4% | +5.2% |
| 3Y | +147.4% | +46.0% | +101.4% | +105.0% |
| 5Y | +125.3% | +45.6% | +79.7% | +83.8% |
| 10Y | +540.5% | +109.3% | +431.2% | +320.1% |
| All | +1,880.3% | +563.2% | +1,317.1% | +599.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling