+590.9%
JPM vs FISV
+3.1%
+587.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.7% | -1.2% |
| 7D | -0.7% | -2.7% | +2.0% | +0.2% |
| 30D | -2.5% | 0.0% | -2.5% | -2.8% |
| 3M | +14.1% | -2.8% | +16.9% | +14.0% |
| 6M | +25.1% | -11.8% | +36.9% | +28.5% |
| YTD | +12.1% | -23.2% | +35.3% | +20.8% |
| 1Y | +18.8% | -62.0% | +80.8% | +57.6% |
| 3Y | +163.4% | -57.6% | +221.0% | +205.6% |
| 5Y | +156.5% | -53.4% | +209.9% | +173.0% |
| All | +590.9% | +3.1% | +587.7% | +451.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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