+481.0%
JPM vs FIS
-52.2%
+533.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.7% | -6.3% | -2.1% |
| 7D | -2.5% | +1.5% | -4.0% | -3.1% |
| 30D | +2.7% | -11.8% | +14.5% | +4.7% |
| 3M | -4.7% | -28.5% | +23.9% | +5.3% |
| 6M | +15.6% | -27.0% | +42.6% | +25.4% |
| YTD | +8.6% | -53.1% | +61.7% | +40.9% |
| 1Y | +10.9% | -52.8% | +63.6% | +43.3% |
| 3Y | +149.9% | -37.5% | +187.4% | +177.0% |
| 5Y | +131.9% | -71.1% | +203.0% | +257.3% |
| 10Y | +481.0% | -52.0% | +533.0% | +691.3% |
| All | +481.0% | -52.2% | +533.2% | +691.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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