+124.0%
JPM vs FIVE
+14.2%
+109.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.8% |
| 3M | -5.7% | +4.0% | -9.6% | -6.4% |
| 6M | +7.2% | +2.6% | +4.6% | +6.2% |
| YTD | +5.8% | +27.6% | -21.8% | +1.2% |
| 1Y | +8.8% | +59.9% | -51.2% | +0.7% |
| 3Y | +147.4% | +35.8% | +111.6% | +127.8% |
| All | +124.0% | +14.2% | +109.8% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling