+422.6%
JPM vs FND
+66.0%
+356.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -1.3% |
| 7D | +0.3% | -5.2% | +5.5% | +1.4% |
| 30D | -0.2% | -19.9% | +19.7% | +4.4% |
| 3M | +15.9% | +2.7% | +13.2% | +14.1% |
| 6M | +20.9% | -21.7% | +42.6% | +25.6% |
| YTD | +12.9% | -17.5% | +30.4% | +15.4% |
| 1Y | +20.3% | -39.3% | +59.6% | +30.9% |
| 3Y | +160.9% | -49.8% | +210.7% | +184.4% |
| 5Y | +154.8% | -60.1% | +214.9% | +179.8% |
| All | +422.6% | +66.0% | +356.6% | +291.9% |
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 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