+153.1%
JPM vs FN
+96.4%
+56.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.3% | +8.3% | +1.6% |
| 7D | +3.5% | +0.3% | +3.2% | +3.4% |
| 30D | +3.3% | -16.5% | +19.8% | +4.5% |
| 3M | -4.2% | -42.1% | +37.9% | -0.1% |
| 6M | +16.4% | -52.9% | +69.3% | +22.9% |
| YTD | +9.5% | -28.0% | +37.5% | +8.1% |
| 1Y | +14.0% | -18.5% | +32.5% | +10.3% |
| 3Y | +153.1% | +93.9% | +59.2% | +104.4% |
| All | +153.1% | +96.4% | +56.7% | +104.4% |
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