+152.5%
JPM vs FND
-61.3%
+213.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -0.4% | -0.8% | +0.3% | -0.3% |
| 30D | -1.4% | -19.6% | +18.2% | +2.3% |
| 3M | +13.9% | -4.3% | +18.3% | +14.0% |
| 6M | +23.5% | -20.4% | +44.0% | +27.1% |
| YTD | +11.6% | -21.9% | +33.5% | +14.8% |
| 1Y | +21.4% | -45.2% | +66.6% | +32.8% |
| 3Y | +163.4% | -49.2% | +212.7% | +180.8% |
| 5Y | +152.5% | -61.8% | +214.3% | +167.9% |
| All | +152.5% | -61.3% | +213.8% | +167.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling