+521.1%
JPM vs FIX
+3,608.1%
-3,087.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.3% | -2.4% |
| 7D | -0.8% | -17.5% | +16.7% | +3.8% |
| 30D | +1.5% | -41.6% | +43.1% | +16.5% |
| 3M | -5.7% | -40.6% | +34.9% | +7.0% |
| 6M | +7.2% | -49.4% | +56.6% | +25.7% |
| YTD | +5.8% | +9.2% | -3.4% | -4.3% |
| 1Y | +8.8% | +6.5% | +2.3% | -1.3% |
| 3Y | +147.4% | +448.7% | -301.3% | +11.4% |
| 5Y | +125.3% | +948.7% | -823.4% | -26.3% |
| All | +521.1% | +3,608.1% | -3,087.0% | +13.3% |
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