+131.0%
JPM vs FN
+194.7%
-63.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +0.5% |
| 7D | +1.2% | -4.1% | +5.3% | +1.4% |
| 30D | +2.7% | -28.3% | +31.1% | +6.0% |
| 3M | -4.5% | -33.9% | +29.4% | -1.1% |
| 6M | +14.3% | -43.9% | +58.2% | +19.3% |
| YTD | +8.2% | -23.4% | +31.7% | +6.3% |
| 1Y | +10.0% | -25.4% | +35.4% | +8.1% |
| 3Y | +149.0% | +107.9% | +41.1% | +97.6% |
| 5Y | +131.0% | +195.1% | -64.0% | +59.1% |
| All | +131.0% | +194.7% | -63.7% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling