+151.0%
JPM vs FN
+121.0%
+30.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.9% | -5.5% | -0.1% |
| 7D | -2.5% | +8.0% | -10.5% | -3.3% |
| 30D | +2.7% | -19.1% | +21.9% | +4.3% |
| 3M | -4.7% | -29.8% | +25.2% | -2.4% |
| 6M | +15.6% | -43.2% | +58.7% | +19.8% |
| YTD | +8.6% | -18.9% | +27.6% | +6.1% |
| 1Y | +10.9% | -17.9% | +28.8% | +7.8% |
| All | +151.0% | +121.0% | +30.1% | +100.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling