+150.6%
JPM vs FIX
+511.4%
-360.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.2% |
| 7D | +1.6% | +16.9% | -15.3% | -0.6% |
| 30D | +3.4% | -30.6% | +34.1% | +8.1% |
| 3M | -5.7% | -35.1% | +29.4% | -0.7% |
| 6M | +13.5% | -44.0% | +57.5% | +21.3% |
| YTD | +8.4% | +21.0% | -12.6% | +1.4% |
| 1Y | +9.1% | +16.2% | -7.1% | +2.5% |
| All | +150.6% | +511.4% | -360.8% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling