+152.8%
JPM vs FFIV
+92.2%
+60.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -0.4% | -1.5% | +1.1% | +0.1% |
| 30D | -1.1% | -2.7% | +1.5% | -0.5% |
| 3M | +14.1% | -1.7% | +15.8% | +14.2% |
| 6M | +23.3% | +36.1% | -12.8% | +10.6% |
| YTD | +11.3% | +52.6% | -41.4% | -4.2% |
| 1Y | +23.0% | +21.5% | +1.5% | +13.5% |
| 3Y | +162.6% | +142.7% | +19.9% | +88.4% |
| 5Y | +152.8% | +92.6% | +60.2% | +88.9% |
| All | +152.8% | +92.2% | +60.6% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling