+1,316.3%
JPM vs FIVE
+822.5%
+493.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.7% |
| 3M | -5.7% | +4.0% | -9.6% | -6.7% |
| 6M | +7.2% | +2.6% | +4.6% | +5.6% |
| YTD | +5.8% | +27.6% | -21.8% | -0.6% |
| 1Y | +8.8% | +59.9% | -51.2% | -2.5% |
| 3Y | +147.4% | +35.8% | +111.6% | +117.1% |
| 5Y | +125.3% | +14.4% | +110.9% | +98.4% |
| 10Y | +540.5% | +576.1% | -35.6% | +286.5% |
| All | +1,316.3% | +822.5% | +493.9% | +691.5% |
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