+479.1%
JPM vs FN
+772.0%
-292.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +0.8% |
| 7D | +1.2% | -4.1% | +5.3% | +1.5% |
| 30D | +2.7% | -28.3% | +31.1% | +7.4% |
| 3M | -4.5% | -33.9% | +29.4% | +0.4% |
| 6M | +14.3% | -43.9% | +58.2% | +21.4% |
| YTD | +8.2% | -23.4% | +31.7% | +5.9% |
| 1Y | +10.0% | -25.4% | +35.4% | +7.6% |
| 3Y | +149.0% | +107.9% | +41.1% | +83.1% |
| 5Y | +131.0% | +195.1% | -64.0% | +49.4% |
| 10Y | +479.1% | +794.1% | -315.0% | +187.3% |
| All | +479.1% | +772.0% | -292.9% | +187.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling