+3,907.6%
JPM vs FLUT
+1,664.3%
+2,243.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.3% |
| 7D | +0.4% | -6.5% | +6.9% | +0.7% |
| 30D | +2.7% | +2.8% | 0.0% | +2.6% |
| 3M | -3.8% | -13.5% | +9.6% | -3.4% |
| 6M | +14.3% | -19.0% | +33.3% | +14.9% |
| YTD | +8.2% | -61.9% | +70.1% | +11.7% |
| 1Y | +11.0% | -63.2% | +74.2% | +14.7% |
| 3Y | +152.7% | -46.0% | +198.7% | +158.3% |
| 5Y | +130.8% | -51.8% | +182.6% | +134.5% |
| 10Y | +506.0% | -26.1% | +532.0% | +515.0% |
| All | +3,907.6% | +1,664.3% | +2,243.2% | +4,045.8% |
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