+4,080.7%
JPM vs FLUT
+2,054.3%
+2,026.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.9% |
| 7D | +0.3% | -1.6% | +1.9% | +0.3% |
| 30D | -0.2% | +7.7% | -7.9% | -0.5% |
| 3M | +15.9% | -0.7% | +16.6% | +15.7% |
| 6M | +20.9% | -11.2% | +32.1% | +21.2% |
| YTD | +12.9% | -53.4% | +66.3% | +15.8% |
| 1Y | +20.3% | -65.8% | +86.1% | +24.6% |
| 3Y | +160.9% | -44.9% | +205.9% | +165.9% |
| 5Y | +154.8% | -49.7% | +204.5% | +157.4% |
| 10Y | +591.1% | -9.7% | +600.8% | +596.8% |
| All | +4,080.7% | +2,054.3% | +2,026.4% | +4,196.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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