+157.8%
JPM vs FRSH
-72.4%
+230.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | -0.4% | -9.6% | +9.1% | +0.6% |
| 30D | -1.4% | -0.4% | -1.0% | -1.5% |
| 3M | +13.9% | +27.2% | -13.2% | +10.7% |
| 6M | +23.5% | +42.2% | -18.7% | +18.1% |
| YTD | +11.6% | -2.6% | +14.3% | +10.8% |
| 1Y | +21.4% | -10.2% | +31.5% | +21.3% |
| 3Y | +163.4% | -45.5% | +209.0% | +172.0% |
| All | +157.8% | -72.4% | +230.2% | +156.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling