+163.8%
JPM vs FIVE
+50.0%
+113.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -1.5% |
| 7D | +0.3% | +4.3% | -4.0% | -0.2% |
| 30D | -0.2% | +12.5% | -12.7% | -1.4% |
| 3M | +15.9% | +31.2% | -15.4% | +12.5% |
| 6M | +20.9% | +14.4% | +6.6% | +18.8% |
| YTD | +12.9% | +33.9% | -21.0% | +9.0% |
| 1Y | +20.3% | +65.1% | -44.8% | +13.4% |
| All | +163.8% | +50.0% | +113.8% | +134.9% |
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