+16.1%
JPM vs FLEX
+23.4%
-7.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -12.3% | +16.5% | +4.9% |
| 7D | +3.8% | -17.0% | +20.7% | +4.9% |
| 30D | +6.5% | -33.8% | +40.3% | +9.2% |
| 3M | -1.0% | -39.0% | +38.0% | +2.1% |
| 6M | +15.5% | -15.9% | +31.4% | +13.6% |
| YTD | +11.4% | +27.8% | -16.5% | +1.7% |
| 1Y | +16.1% | +25.0% | -8.9% | +5.7% |
| All | +16.1% | +23.4% | -7.4% | +5.7% |
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