+7,019.1%
JPM vs FLEX
+7,523.3%
-504.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.3% |
| 7D | +0.3% | -0.9% | +1.2% | +0.5% |
| 30D | -0.2% | -10.1% | +10.0% | +2.4% |
| 3M | +15.9% | -31.3% | +47.2% | +25.7% |
| 6M | +20.9% | +71.3% | -50.3% | -0.8% |
| YTD | +12.9% | +81.2% | -68.4% | -9.5% |
| 1Y | +20.3% | +98.5% | -78.2% | -6.6% |
| 3Y | +160.9% | +428.2% | -267.3% | +49.9% |
| 5Y | +154.8% | +657.3% | -502.4% | +30.3% |
| 10Y | +591.1% | +995.9% | -404.8% | +193.5% |
| All | +7,019.1% | +7,523.3% | -504.2% | +1,927.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling