+419.1%
JPM vs FND
+56.5%
+362.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -0.7% | -5.8% | +5.1% | +0.6% |
| 30D | -2.5% | -20.2% | +17.8% | +2.2% |
| 3M | +14.1% | -12.0% | +26.1% | +16.4% |
| 6M | +25.1% | -18.5% | +43.6% | +28.7% |
| YTD | +12.1% | -22.3% | +34.4% | +16.1% |
| 1Y | +18.8% | -47.6% | +66.5% | +33.6% |
| 3Y | +163.4% | -49.8% | +213.2% | +186.6% |
| 5Y | +156.5% | -63.0% | +219.5% | +186.4% |
| All | +419.1% | +56.5% | +362.6% | +294.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling