+154.6%
JPM vs FISV
-57.7%
+212.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -2.3% | -7.2% | +4.9% | -0.9% |
| 30D | -2.3% | -7.2% | +4.8% | -1.0% |
| 3M | +14.9% | -8.2% | +23.0% | +16.2% |
| 6M | +23.6% | -17.7% | +41.3% | +27.5% |
| YTD | +11.3% | -27.2% | +38.4% | +17.6% |
| 1Y | +19.9% | -63.0% | +82.9% | +42.4% |
| 3Y | +162.6% | -59.8% | +222.4% | +182.8% |
| 5Y | +154.6% | -55.8% | +210.4% | +157.6% |
| All | +154.6% | -57.7% | +212.3% | +157.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling