+16.1%
JPM vs FN
-25.7%
+41.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.0% | +10.2% | +4.4% |
| 7D | +3.8% | -7.0% | +10.8% | +4.0% |
| 30D | +6.5% | -24.7% | +31.2% | +7.7% |
| 3M | -1.0% | -35.7% | +34.6% | +0.6% |
| 6M | +15.5% | -52.4% | +67.9% | +18.6% |
| YTD | +11.4% | -25.0% | +36.3% | +9.1% |
| 1Y | +16.1% | -25.7% | +41.7% | +12.7% |
| All | +16.1% | -25.7% | +41.8% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling