+154.6%
JPM vs FLR
+230.6%
-75.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.1% |
| 7D | -2.3% | -6.9% | +4.5% | -1.0% |
| 30D | -2.3% | +1.1% | -3.5% | -2.7% |
| 3M | +14.9% | +14.3% | +0.6% | +10.8% |
| 6M | +23.6% | +19.1% | +4.5% | +17.4% |
| YTD | +11.3% | +35.1% | -23.8% | +2.8% |
| 1Y | +19.9% | +29.5% | -9.6% | +11.3% |
| 3Y | +162.6% | +53.0% | +109.6% | +124.9% |
| 5Y | +154.6% | +238.9% | -84.3% | +78.8% |
| All | +154.6% | +230.6% | -75.9% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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