+153.1%
JPM vs FIVE
+40.0%
+113.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +3.5% | +2.7% | +0.8% | +3.2% |
| 30D | +3.3% | +12.7% | -9.4% | +2.0% |
| 3M | -4.2% | +2.1% | -6.2% | -4.5% |
| 6M | +16.4% | +17.5% | -1.1% | +14.0% |
| YTD | +9.5% | +31.0% | -21.5% | +5.9% |
| 1Y | +14.0% | +67.7% | -53.7% | +7.6% |
| 3Y | +153.1% | +43.4% | +109.7% | +129.0% |
| All | +153.1% | +40.0% | +113.1% | +129.0% |
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