+14.0%
JPM vs FFIV
+28.7%
-14.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.2% |
| 7D | +3.5% | -0.5% | +4.0% | +3.5% |
| 30D | +3.3% | -32.4% | +35.6% | +6.1% |
| 3M | -4.2% | -25.7% | +21.5% | -3.0% |
| 6M | +16.4% | -13.5% | +29.9% | +14.9% |
| YTD | +9.5% | +21.1% | -11.6% | +0.6% |
| 1Y | +14.0% | +29.4% | -15.4% | +6.0% |
| All | +14.0% | +28.7% | -14.7% | +6.0% |
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