+2,012.7%
JPM vs FE
+561.4%
+1,451.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.7% |
| 7D | +0.3% | +1.9% | -1.7% | -0.5% |
| 30D | -0.2% | -1.2% | +1.0% | +0.3% |
| 3M | +15.9% | +3.5% | +12.4% | +14.0% |
| 6M | +20.9% | -6.1% | +27.0% | +23.7% |
| YTD | +12.9% | +7.6% | +5.3% | +8.7% |
| 1Y | +20.3% | +11.9% | +8.4% | +13.8% |
| 3Y | +160.9% | +48.4% | +112.5% | +114.4% |
| 5Y | +154.8% | +44.8% | +110.0% | +108.3% |
| 10Y | +591.1% | +115.9% | +475.2% | +345.7% |
| All | +2,012.7% | +561.4% | +1,451.3% | +647.4% |
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