+2,397.2%
JPM vs FIX
+12,471.5%
-10,074.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.9% | -1.5% |
| 7D | +0.3% | +6.0% | -5.7% | -1.3% |
| 30D | -0.2% | -7.2% | +7.1% | +1.5% |
| 3M | +15.9% | -15.9% | +31.7% | +19.5% |
| 6M | +20.9% | +12.7% | +8.2% | +14.2% |
| YTD | +12.9% | +72.8% | -59.9% | -5.8% |
| 1Y | +20.3% | +122.9% | -102.6% | -7.5% |
| 3Y | +160.9% | +774.3% | -613.4% | +27.6% |
| 5Y | +154.8% | +2,049.5% | -1,894.6% | -5.3% |
| 10Y | +591.1% | +5,821.5% | -5,230.4% | +86.0% |
| All | +2,397.2% | +12,471.5% | -10,074.2% | +335.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling