+1,348.4%
JPM vs FIVE
+874.1%
+474.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.6% | -3.3% | +1.2% |
| 7D | +0.4% | +6.2% | -5.7% | -0.7% |
| 30D | +2.7% | +18.2% | -15.4% | -0.6% |
| 3M | -3.8% | +3.8% | -7.7% | -4.9% |
| 6M | +14.3% | +13.7% | +0.6% | +10.3% |
| YTD | +8.2% | +34.7% | -26.5% | +0.5% |
| 1Y | +11.0% | +66.6% | -55.7% | -1.3% |
| 3Y | +152.7% | +44.3% | +108.4% | +119.0% |
| 5Y | +130.8% | +18.8% | +112.1% | +101.9% |
| 10Y | +506.0% | +569.2% | -63.2% | +264.7% |
| All | +1,348.4% | +874.1% | +474.3% | +700.6% |
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