+152.8%
JPM vs FLEX
+698.8%
-546.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -2.4% |
| 7D | -0.4% | +7.0% | -7.4% | -1.9% |
| 30D | -1.1% | -5.8% | +4.7% | -0.1% |
| 3M | +14.1% | -24.2% | +38.4% | +19.4% |
| 6M | +23.3% | +90.8% | -67.5% | -1.6% |
| YTD | +11.3% | +89.2% | -77.9% | -11.7% |
| 1Y | +23.0% | +104.7% | -81.7% | -5.8% |
| 3Y | +162.6% | +478.1% | -315.5% | +37.5% |
| 5Y | +152.8% | +726.2% | -573.4% | +10.6% |
| All | +152.8% | +698.8% | -546.0% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling