+407.0%
JPM vs FND
+57.9%
+349.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.5% |
| 7D | +3.5% | -6.8% | +10.3% | +5.0% |
| 30D | +3.3% | +8.0% | -4.7% | +1.4% |
| 3M | -4.2% | -18.9% | +14.7% | -0.3% |
| 6M | +16.4% | +4.7% | +11.7% | +13.5% |
| YTD | +9.5% | -21.6% | +31.1% | +12.7% |
| 1Y | +14.0% | -22.0% | +36.0% | +17.4% |
| 3Y | +153.1% | -40.4% | +193.5% | +164.1% |
| 5Y | +134.9% | -63.8% | +198.7% | +163.6% |
| All | +407.0% | +57.9% | +349.2% | +282.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling