+158.9%
JPM vs FRSH
-72.5%
+231.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.7% | -6.6% | +5.9% | 0.0% |
| 30D | -2.5% | +2.1% | -4.6% | -2.8% |
| 3M | +14.1% | +29.0% | -14.8% | +10.7% |
| 6M | +25.1% | +48.6% | -23.5% | +19.0% |
| YTD | +12.1% | -2.9% | +15.1% | +11.3% |
| 1Y | +18.8% | -7.9% | +26.7% | +18.4% |
| 3Y | +163.4% | -46.5% | +209.9% | +172.5% |
| All | +158.9% | -72.5% | +231.4% | +157.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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