+1,195.9%
JPM vs FN
+2,887.5%
-1,691.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.7% | -12.5% | -2.7% |
| 7D | -0.8% | 0.0% | -0.7% | -1.3% |
| 30D | +1.5% | -34.3% | +35.8% | +7.5% |
| 3M | -5.7% | -39.9% | +34.2% | +0.5% |
| 6M | +7.2% | -51.8% | +59.1% | +16.6% |
| YTD | +5.8% | -28.1% | +34.0% | +5.3% |
| 1Y | +8.8% | -29.1% | +37.9% | +8.0% |
| 3Y | +147.4% | +102.4% | +45.0% | +92.0% |
| 5Y | +125.3% | +171.7% | -46.3% | +60.3% |
| 10Y | +540.5% | +773.5% | -233.0% | +256.5% |
| All | +1,195.9% | +2,887.5% | -1,691.6% | +503.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling