+1,493.7%
JPM vs FTI
+1,779.9%
-286.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.3% |
| 7D | +3.5% | +4.3% | -0.8% | +2.0% |
| 30D | +3.3% | -4.7% | +7.9% | +4.5% |
| 3M | -4.2% | -13.5% | +9.3% | +0.1% |
| 6M | +16.4% | -8.7% | +25.1% | +18.5% |
| YTD | +9.5% | +49.0% | -39.5% | -6.7% |
| 1Y | +14.0% | +54.0% | -40.0% | -4.1% |
| 3Y | +153.1% | +211.6% | -58.5% | +59.7% |
| 5Y | +134.9% | +881.9% | -747.0% | -9.9% |
| 10Y | +485.7% | +188.1% | +297.7% | +192.4% |
| All | +1,493.7% | +1,779.9% | -286.2% | +204.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling