+153.1%
JPM vs FTV
+39.2%
+113.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +3.5% | +3.9% | -0.4% | +1.9% |
| 30D | +3.3% | +18.7% | -15.4% | -3.6% |
| 3M | -4.2% | +10.0% | -14.2% | -7.9% |
| 6M | +16.4% | +14.6% | +1.8% | +9.7% |
| YTD | +9.5% | +23.4% | -13.9% | -0.7% |
| 1Y | +14.0% | +31.3% | -17.3% | +0.4% |
| 3Y | +153.1% | +39.8% | +113.3% | +121.0% |
| All | +153.1% | +39.2% | +113.9% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 3y: compounded portfolio wealth divided by compounded FTV 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…
3y analysis · Full analysis span regression · 6 months rolling