+592.1%
JPM vs NDAQ
+374.8%
+217.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.8% |
| 7D | -0.4% | -1.6% | +1.1% | +0.4% |
| 30D | -1.4% | -1.5% | +0.1% | -0.7% |
| 3M | +13.9% | +8.0% | +5.9% | +8.5% |
| 6M | +23.5% | +7.7% | +15.8% | +17.1% |
| YTD | +11.6% | -2.3% | +14.0% | +10.9% |
| 1Y | +21.4% | +0.6% | +20.8% | +18.2% |
| 3Y | +163.4% | +90.9% | +72.5% | +76.3% |
| 5Y | +152.5% | +52.5% | +100.1% | +86.9% |
| 10Y | +592.1% | +380.3% | +211.9% | +152.2% |
| All | +592.1% | +374.8% | +217.4% | +152.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 10y: compounded portfolio wealth divided by compounded NDAQ 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…
10y analysis · Full analysis span regression · 6 months rolling