+1,847.7%
JPM vs FLR
+513.8%
+1,333.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | +3.5% | +5.4% | -1.9% | +1.8% |
| 30D | +3.3% | +2.8% | +0.4% | +2.0% |
| 3M | -4.2% | -6.4% | +2.2% | -2.9% |
| 6M | +16.4% | +8.8% | +7.6% | +10.9% |
| YTD | +9.5% | +23.6% | -14.1% | -1.0% |
| 1Y | +14.0% | +13.8% | +0.2% | +5.6% |
| 3Y | +153.1% | +36.5% | +116.6% | +107.2% |
| 5Y | +134.9% | +119.3% | +15.5% | +56.2% |
| 10Y | +485.7% | +8.0% | +477.8% | +286.7% |
| All | +1,847.7% | +513.8% | +1,333.9% | +580.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling