+1,466.0%
JPM vs FFIV
+7,518.9%
-6,053.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +0.3% | -1.0% | +1.2% | +0.4% |
| 30D | -0.2% | -5.1% | +4.9% | +0.7% |
| 3M | +15.9% | -4.5% | +20.3% | +16.6% |
| 6M | +20.9% | +36.5% | -15.5% | +13.4% |
| YTD | +12.9% | +53.0% | -40.1% | +3.4% |
| 1Y | +20.3% | +24.2% | -3.9% | +14.2% |
| 3Y | +160.9% | +137.2% | +23.7% | +118.2% |
| 5Y | +154.8% | +91.8% | +63.1% | +119.6% |
| 10Y | +591.1% | +215.2% | +375.9% | +438.7% |
| All | +1,466.0% | +7,518.9% | -6,053.0% | +528.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling