+1,907.7%
JPM vs FLR
+603.8%
+1,303.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.2% |
| 7D | +0.3% | +5.4% | -5.1% | -1.4% |
| 30D | -0.2% | +11.4% | -11.6% | -4.3% |
| 3M | +15.9% | +11.4% | +4.5% | +10.4% |
| 6M | +20.9% | +16.6% | +4.3% | +12.4% |
| YTD | +12.9% | +41.7% | -28.8% | -1.6% |
| 1Y | +20.3% | +35.4% | -15.1% | +5.5% |
| 3Y | +160.9% | +57.3% | +103.6% | +104.8% |
| 5Y | +154.8% | +241.0% | -86.1% | +46.2% |
| 10Y | +591.1% | +16.6% | +574.4% | +347.6% |
| All | +1,907.7% | +603.8% | +1,303.9% | +576.0% |
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