+1,282.5%
JPM vs FN
+3,620.5%
-2,338.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.1% | -1.5% |
| 7D | +0.3% | -1.7% | +2.0% | +0.5% |
| 30D | -0.2% | -22.0% | +21.8% | +3.2% |
| 3M | +15.9% | -43.0% | +58.9% | +24.9% |
| 6M | +20.9% | -27.7% | +48.7% | +23.3% |
| YTD | +12.9% | -10.5% | +23.4% | +9.8% |
| 1Y | +20.3% | +12.5% | +7.8% | +11.4% |
| 3Y | +160.9% | +153.8% | +7.1% | +97.4% |
| 5Y | +154.8% | +288.0% | -133.2% | +72.2% |
| 10Y | +591.1% | +906.4% | -315.3% | +279.6% |
| All | +1,282.5% | +3,620.5% | -2,338.0% | +529.0% |
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