+18.8%
JPM vs FTI
+89.7%
-70.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.7% |
| 7D | -0.7% | -4.4% | +3.7% | -0.2% |
| 30D | -2.5% | +1.5% | -3.9% | -2.6% |
| 3M | +14.1% | +8.2% | +5.9% | +13.0% |
| 6M | +25.1% | +18.8% | +6.3% | +21.9% |
| YTD | +12.1% | +71.7% | -59.6% | +5.8% |
| 1Y | +18.8% | +90.0% | -71.2% | +11.9% |
| All | +18.8% | +89.7% | -70.9% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling