+590.9%
JPM vs NEM
+319.0%
+271.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | -0.7% | -1.0% | +0.3% | -0.6% |
| 30D | -2.5% | +7.8% | -10.3% | -3.1% |
| 3M | +14.1% | +30.2% | -16.1% | +11.7% |
| 6M | +25.1% | +9.6% | +15.5% | +23.7% |
| YTD | +12.1% | +27.8% | -15.7% | +9.3% |
| 1Y | +18.8% | +60.7% | -41.9% | +13.8% |
| 3Y | +163.4% | +245.3% | -81.9% | +137.1% |
| 5Y | +156.5% | +155.3% | +1.2% | +132.3% |
| All | +590.9% | +319.0% | +271.8% | +536.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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