+20.3%
JPM vs FFIV
+25.9%
-5.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +0.3% | -1.0% | +1.2% | +0.4% |
| 30D | -0.2% | -5.1% | +4.9% | +0.4% |
| 3M | +15.9% | -4.5% | +20.3% | +16.4% |
| 6M | +20.9% | +36.5% | -15.5% | +15.5% |
| YTD | +12.9% | +53.0% | -40.1% | +6.4% |
| 1Y | +20.3% | +24.2% | -3.9% | +15.8% |
| All | +20.3% | +25.9% | -5.6% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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