+593.6%
JPM vs FIX
+5,835.8%
-5,242.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.9% | -1.5% |
| 7D | +0.3% | +6.0% | -5.7% | -1.4% |
| 30D | -0.2% | -7.2% | +7.1% | +1.6% |
| 3M | +15.9% | -15.9% | +31.7% | +19.8% |
| 6M | +20.9% | +12.7% | +8.2% | +13.2% |
| YTD | +12.9% | +72.8% | -59.9% | -8.4% |
| 1Y | +20.3% | +122.9% | -102.6% | -11.4% |
| 3Y | +160.9% | +774.3% | -613.4% | +6.3% |
| 5Y | +154.8% | +2,049.5% | -1,894.6% | -31.2% |
| All | +593.6% | +5,835.8% | -5,242.3% | +28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling