+479.1%
JPM vs FFIV
+126.0%
+353.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.2% | -4.2% | +5.4% | +2.8% |
| 30D | +2.7% | -33.9% | +36.6% | +17.3% |
| 3M | -4.5% | -22.6% | +18.2% | +2.3% |
| 6M | +14.3% | -10.4% | +24.7% | +14.9% |
| YTD | +8.2% | +24.3% | -16.1% | -5.6% |
| 1Y | +10.0% | +31.8% | -21.8% | -6.5% |
| 3Y | +149.0% | +99.5% | +49.4% | +72.1% |
| 5Y | +131.0% | +40.7% | +90.3% | +81.0% |
| 10Y | +479.1% | +126.9% | +352.2% | +220.2% |
| All | +479.1% | +126.0% | +353.1% | +220.2% |
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