+18.3%
JPM vs FIG
-78.1%
+96.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.1% |
| 7D | +1.2% | -11.4% | +12.6% | +1.5% |
| 30D | +2.7% | -17.2% | +19.9% | +3.1% |
| 3M | -4.5% | -26.6% | +22.2% | -4.0% |
| 6M | +14.3% | -9.8% | +24.1% | +14.2% |
| YTD | +8.2% | -50.1% | +58.4% | +10.0% |
| 1Y | +10.0% | -58.1% | +68.1% | +12.1% |
| All | +18.3% | -78.1% | +96.3% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling