+465.0%
JPM vs FFIV
+118.6%
+346.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.9% |
| 7D | +3.5% | -0.5% | +4.0% | +3.7% |
| 30D | +3.3% | -32.4% | +35.6% | +16.9% |
| 3M | -4.2% | -25.7% | +21.5% | +4.1% |
| 6M | +16.4% | -13.5% | +29.9% | +18.5% |
| YTD | +9.5% | +21.1% | -11.6% | -3.6% |
| 1Y | +14.0% | +29.4% | -15.4% | -2.5% |
| 3Y | +153.1% | +94.9% | +58.2% | +76.3% |
| 5Y | +134.9% | +34.7% | +100.1% | +87.3% |
| All | +465.0% | +118.6% | +346.4% | +216.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling