+19.9%
JPM vs FIG
-58.7%
+78.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -2.3% | -12.2% | +9.9% | -2.1% |
| 30D | -2.3% | -11.0% | +8.6% | -2.2% |
| 3M | +14.9% | +11.9% | +3.0% | +14.2% |
| 6M | +23.6% | -21.9% | +45.5% | +25.3% |
| YTD | +11.3% | -40.8% | +52.0% | +15.6% |
| 1Y | +19.9% | -56.6% | +76.5% | +29.3% |
| All | +19.9% | -58.7% | +78.6% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling