+1,411.0%
JPM vs FIVE
+868.1%
+542.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -2.0% |
| 7D | +0.3% | +4.3% | -4.0% | -0.6% |
| 30D | -0.2% | +12.5% | -12.7% | -2.7% |
| 3M | +15.9% | +31.2% | -15.4% | +9.3% |
| 6M | +20.9% | +14.4% | +6.6% | +16.4% |
| YTD | +12.9% | +33.9% | -21.0% | +5.2% |
| 1Y | +20.3% | +65.1% | -44.8% | +7.0% |
| 3Y | +160.9% | +49.0% | +112.0% | +124.5% |
| 5Y | +154.8% | +30.3% | +124.5% | +117.8% |
| 10Y | +591.1% | +481.1% | +110.0% | +324.0% |
| All | +1,411.0% | +868.1% | +542.9% | +737.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling