+465.0%
JPM vs FLEX
+608.2%
-143.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +2.0% |
| 7D | +3.5% | +7.5% | -4.0% | +1.4% |
| 30D | +3.3% | -25.3% | +28.5% | +9.7% |
| 3M | -4.2% | -39.7% | +35.5% | +6.8% |
| 6M | +16.4% | -47.9% | +64.3% | +32.4% |
| YTD | +9.5% | +24.1% | -14.6% | -8.0% |
| 1Y | +14.0% | +26.0% | -11.9% | -5.1% |
| 3Y | +153.1% | +282.7% | -129.6% | +39.4% |
| 5Y | +134.9% | +424.2% | -289.3% | +13.1% |
| All | +465.0% | +608.2% | -143.2% | +119.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling