+152.5%
JPM vs NDAQ
+52.5%
+100.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | -0.4% | -1.6% | +1.1% | +0.2% |
| 30D | -1.4% | -1.5% | +0.1% | -0.9% |
| 3M | +13.9% | +8.0% | +5.9% | +9.9% |
| 6M | +23.5% | +7.7% | +15.8% | +18.7% |
| YTD | +11.6% | -2.3% | +14.0% | +11.4% |
| 1Y | +21.4% | +0.6% | +20.8% | +19.2% |
| 3Y | +163.4% | +90.9% | +72.5% | +97.1% |
| 5Y | +152.5% | +52.5% | +100.1% | +91.7% |
| All | +152.5% | +52.5% | +100.0% | +91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling