+147.4%
JPM vs FIVE
+34.8%
+112.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | +1.5% | +17.7% | -16.2% | -0.1% |
| 3M | -5.7% | +4.0% | -9.6% | -6.2% |
| 6M | +7.2% | +2.6% | +4.6% | +6.6% |
| YTD | +5.8% | +27.6% | -21.8% | +2.6% |
| 1Y | +8.8% | +59.9% | -51.2% | +3.1% |
| 3Y | +147.4% | +35.8% | +111.6% | +124.2% |
| All | +147.4% | +34.8% | +112.6% | +124.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling