+23.4%
JPM vs FIG
-71.6%
+95.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.4% | -0.9% |
| 7D | +0.3% | -16.3% | +16.6% | +0.5% |
| 30D | -0.2% | -14.3% | +14.1% | 0.0% |
| 3M | +15.9% | +7.2% | +8.7% | +15.7% |
| 6M | +20.9% | -18.6% | +39.6% | +21.7% |
| YTD | +12.9% | -35.5% | +48.3% | +14.3% |
| 1Y | +20.3% | -55.8% | +76.1% | +22.5% |
| All | +23.4% | -71.6% | +95.0% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling