+22.6%
JPM vs FIG
-72.7%
+95.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.8% | -4.0% | +0.7% |
| 7D | -0.7% | -3.8% | +3.1% | -0.6% |
| 30D | -2.5% | -2.3% | -0.1% | -2.5% |
| 3M | +14.1% | +20.0% | -5.8% | +13.6% |
| 6M | +25.1% | -16.7% | +41.8% | +25.7% |
| YTD | +12.1% | -37.9% | +50.0% | +13.5% |
| 1Y | +18.8% | -58.5% | +77.4% | +21.1% |
| All | +22.6% | -72.7% | +95.3% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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