+3,907.5%
JPM vs FLUT
+1,675.5%
+2,231.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +1.2% | -1.5% | +2.7% | +1.3% |
| 30D | +2.7% | +3.4% | -0.7% | +2.6% |
| 3M | -4.5% | -12.5% | +8.0% | -4.1% |
| 6M | +14.3% | -18.5% | +32.8% | +14.9% |
| YTD | +8.2% | -61.6% | +69.8% | +11.7% |
| 1Y | +10.0% | -64.1% | +74.1% | +13.8% |
| 3Y | +149.0% | -44.5% | +193.4% | +154.3% |
| 5Y | +131.0% | -51.3% | +182.3% | +134.7% |
| 10Y | +479.1% | -25.6% | +504.7% | +487.6% |
| All | +3,907.5% | +1,675.5% | +2,231.9% | +4,044.7% |
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