+1,206.9%
JPM vs FN
+2,575.5%
-1,368.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -14.2% | +10.1% | -1.9% |
| 7D | -1.8% | -16.0% | +14.2% | +0.5% |
| 30D | +1.8% | -40.1% | +41.9% | +9.6% |
| 3M | -5.6% | -43.9% | +38.3% | +1.7% |
| 6M | +10.1% | -55.6% | +65.7% | +21.4% |
| YTD | +6.7% | -35.7% | +42.4% | +8.2% |
| 1Y | +10.3% | -39.8% | +50.1% | +12.6% |
| 3Y | +151.4% | +80.3% | +71.1% | +99.0% |
| 5Y | +127.3% | +143.3% | -16.0% | +64.7% |
| 10Y | +546.0% | +682.3% | -136.3% | +266.3% |
| All | +1,206.9% | +2,575.5% | -1,368.6% | +519.8% |
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