+20.3%
JPM vs FLEX
+102.8%
-82.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | +0.3% | -0.9% | +1.2% | +0.4% |
| 30D | -0.2% | -10.1% | +10.0% | +0.6% |
| 3M | +15.9% | -31.3% | +47.2% | +18.5% |
| 6M | +20.9% | +71.3% | -50.3% | +10.6% |
| YTD | +12.9% | +81.2% | -68.4% | +2.1% |
| 1Y | +20.3% | +98.5% | -78.2% | +8.1% |
| All | +20.3% | +102.8% | -82.5% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 1y: compounded portfolio wealth divided by compounded FLEX 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…
1y analysis · Full analysis span regression · 6 months rolling