+22.0%
JPM vs FIG
-74.1%
+96.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.4% |
| 7D | -0.4% | -14.5% | +14.0% | -0.2% |
| 30D | -1.4% | -13.3% | +11.9% | -1.3% |
| 3M | +13.9% | +7.4% | +6.5% | +13.7% |
| 6M | +23.5% | -27.8% | +51.3% | +24.6% |
| YTD | +11.6% | -41.1% | +52.7% | +13.1% |
| 1Y | +21.4% | -58.7% | +80.1% | +23.8% |
| All | +22.0% | -74.1% | +96.1% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling