+131.0%
JPM vs NDAQ
+68.2%
+62.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.5% |
| 7D | +1.2% | +2.9% | -1.6% | +0.2% |
| 30D | +2.7% | +17.5% | -14.8% | -3.6% |
| 3M | -4.5% | +15.4% | -19.9% | -9.8% |
| 6M | +14.3% | +24.6% | -10.3% | +3.9% |
| YTD | +8.2% | +14.4% | -6.2% | +1.4% |
| 1Y | +10.0% | +26.9% | -16.9% | -1.8% |
| 3Y | +149.0% | +119.8% | +29.1% | +75.2% |
| 5Y | +131.0% | +70.5% | +60.5% | +65.7% |
| All | +131.0% | +68.2% | +62.8% | +65.7% |
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