+592.1%
JPM vs FFIV
+239.4%
+352.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.5% | -1.1% |
| 7D | -0.4% | +3.5% | -3.9% | -1.7% |
| 30D | -1.4% | -1.3% | -0.1% | -1.2% |
| 3M | +13.9% | +2.4% | +11.6% | +12.2% |
| 6M | +23.5% | +41.8% | -18.3% | +6.3% |
| YTD | +11.6% | +58.5% | -46.9% | -8.6% |
| 1Y | +21.4% | +24.3% | -3.0% | +8.6% |
| 3Y | +163.4% | +152.0% | +11.4% | +72.0% |
| 5Y | +152.5% | +99.1% | +53.4% | +76.6% |
| 10Y | +592.1% | +242.8% | +349.4% | +254.6% |
| All | +592.1% | +239.4% | +352.7% | +254.6% |
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