+506.0%
JPM vs FIX
+4,032.2%
-3,526.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.4% | -7.1% | -0.4% |
| 7D | +0.4% | -7.2% | +7.7% | +1.5% |
| 30D | +2.7% | -35.1% | +37.8% | +14.4% |
| 3M | -3.8% | -34.3% | +30.4% | +5.9% |
| 6M | +14.3% | -42.9% | +57.2% | +29.3% |
| YTD | +8.2% | +19.5% | -11.2% | -4.6% |
| 1Y | +11.0% | +16.8% | -5.8% | -2.0% |
| 3Y | +152.7% | +506.7% | -354.1% | +10.6% |
| 5Y | +130.8% | +1,046.7% | -915.9% | -26.2% |
| 10Y | +506.0% | +3,800.0% | -3,294.0% | +13.6% |
| All | +506.0% | +4,032.2% | -3,526.2% | +13.6% |
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 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