+583.6%
JPM vs FIVE
+475.1%
+108.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.6% |
| 7D | -0.4% | +3.7% | -4.1% | -1.2% |
| 30D | -1.1% | +4.0% | -5.1% | -2.2% |
| 3M | +14.1% | +36.2% | -22.1% | +6.1% |
| 6M | +23.3% | +18.0% | +5.3% | +17.4% |
| YTD | +11.3% | +34.9% | -23.6% | +2.7% |
| 1Y | +23.0% | +67.9% | -44.9% | +7.5% |
| 3Y | +162.6% | +57.3% | +105.2% | +119.5% |
| 5Y | +152.8% | +39.5% | +113.2% | +108.3% |
| 10Y | +583.6% | +496.4% | +87.2% | +286.4% |
| All | +583.6% | +475.1% | +108.6% | +286.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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