+583.6%
JPM vs FIX
+5,976.4%
-5,392.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -2.1% |
| 7D | -0.4% | +6.1% | -6.5% | -2.1% |
| 30D | -1.1% | -2.7% | +1.5% | -0.8% |
| 3M | +14.1% | -10.9% | +25.1% | +16.1% |
| 6M | +23.3% | +29.0% | -5.7% | +10.8% |
| YTD | +11.3% | +76.9% | -65.6% | -10.3% |
| 1Y | +23.0% | +130.7% | -107.7% | -10.4% |
| 3Y | +162.6% | +790.7% | -628.1% | +6.4% |
| 5Y | +152.8% | +2,185.6% | -2,032.8% | -33.3% |
| 10Y | +583.6% | +5,993.3% | -5,409.7% | +25.6% |
| All | +583.6% | +5,976.4% | -5,392.7% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FIX 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling