+152.5%
JPM vs FTV
+1.8%
+150.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.9% |
| 7D | -0.4% | -1.3% | +0.9% | +0.2% |
| 30D | -1.4% | -9.5% | +8.1% | +3.3% |
| 3M | +13.9% | -10.9% | +24.9% | +19.9% |
| 6M | +23.5% | -0.6% | +24.2% | +22.9% |
| YTD | +11.6% | +1.4% | +10.2% | +9.3% |
| 1Y | +21.4% | +17.6% | +3.7% | +9.7% |
| 3Y | +163.4% | -3.3% | +166.7% | +158.9% |
| 5Y | +152.5% | -0.1% | +152.7% | +128.3% |
| All | +152.5% | +1.8% | +150.7% | +128.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling