+659.8%
JPM vs FTV
+127.6%
+532.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +3.5% | +3.9% | -0.4% | +1.2% |
| 30D | +3.3% | +18.7% | -15.4% | -6.6% |
| 3M | -4.2% | +10.0% | -14.2% | -9.7% |
| 6M | +16.4% | +14.6% | +1.8% | +6.5% |
| YTD | +9.5% | +23.4% | -13.9% | -5.3% |
| 1Y | +14.0% | +31.3% | -17.3% | -5.1% |
| 3Y | +153.1% | +39.8% | +113.3% | +96.9% |
| 5Y | +134.9% | +17.7% | +117.2% | +99.3% |
| 10Y | +485.7% | +110.2% | +375.5% | +254.5% |
| All | +659.8% | +127.6% | +532.3% | +351.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling