+465.0%
JPM vs FN
+700.1%
-235.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.3% | +8.3% | +2.2% |
| 7D | +3.5% | +0.3% | +3.2% | +3.2% |
| 30D | +3.3% | -16.5% | +19.8% | +5.3% |
| 3M | -4.2% | -42.1% | +37.9% | +2.9% |
| 6M | +16.4% | -52.9% | +69.3% | +27.6% |
| YTD | +9.5% | -28.0% | +37.5% | +8.1% |
| 1Y | +14.0% | -18.5% | +32.5% | +9.3% |
| 3Y | +153.1% | +93.9% | +59.2% | +88.2% |
| 5Y | +134.9% | +170.5% | -35.6% | +54.2% |
| All | +465.0% | +700.1% | -235.2% | +180.7% |
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 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