+16.4%
JPM vs FND
+1.1%
+15.3%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.2% |
| 7D | +3.5% | -6.8% | +10.3% | +4.2% |
| 30D | +3.3% | +8.0% | -4.7% | +3.1% |
| 3M | -4.2% | -18.9% | +14.7% | -3.2% |
| 6M | +16.4% | +4.7% | +11.7% | +16.3% |
| All | +16.4% | +1.1% | +15.3% | +16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling